+3,589.3%
ETN vs IAG
+378.9%
+3,210.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.8% |
| 7D | +6.2% | +1.7% | +4.6% | +6.1% |
| 30D | -6.7% | +11.4% | -18.1% | -7.7% |
| 3M | +3.6% | +33.0% | -29.4% | +0.7% |
| 6M | +18.3% | -6.0% | +24.3% | +18.2% |
| YTD | +31.5% | +24.6% | +6.9% | +27.7% |
| 1Y | +20.6% | +105.0% | -84.4% | +11.9% |
| 3Y | +82.5% | +837.9% | -755.4% | +45.8% |
| 5Y | +177.8% | +817.0% | -639.2% | +114.4% |
| 10Y | +705.0% | +425.3% | +279.7% | +502.3% |
| All | +3,589.3% | +378.9% | +3,210.4% | +2,131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling