+1,437.7%
ETN vs IBKR
+1,349.8%
+87.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.0% |
| 7D | +3.5% | -1.3% | +4.9% | +4.1% |
| 30D | -7.5% | -0.2% | -7.3% | -7.6% |
| 3M | +8.3% | +3.0% | +5.4% | +6.4% |
| 6M | +20.2% | +33.9% | -13.7% | +4.9% |
| YTD | +34.7% | +42.5% | -7.8% | +13.7% |
| 1Y | +19.4% | +44.9% | -25.4% | -0.2% |
| 3Y | +85.5% | +293.0% | -207.5% | -1.0% |
| 5Y | +186.6% | +497.7% | -311.1% | +24.0% |
| 10Y | +724.7% | +1,004.4% | -279.7% | +164.5% |
| All | +1,437.7% | +1,349.8% | +87.9% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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