+5,750.3%
ETN vs IBN
+1,463.9%
+4,286.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +6.2% | -5.1% | +11.3% | +7.5% |
| 30D | -6.7% | -3.5% | -3.2% | -5.9% |
| 3M | +3.6% | +11.3% | -7.7% | +0.9% |
| 6M | +18.3% | +4.4% | +13.9% | +16.9% |
| YTD | +31.5% | -1.8% | +33.3% | +31.7% |
| 1Y | +20.6% | -8.0% | +28.5% | +22.4% |
| 3Y | +82.5% | +27.1% | +55.5% | +70.5% |
| 5Y | +177.8% | +54.5% | +123.3% | +146.3% |
| 10Y | +705.0% | +314.2% | +390.8% | +444.6% |
| All | +5,750.3% | +1,463.9% | +4,286.4% | +2,719.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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