+4,179.2%
ETN vs IEF
+126.7%
+4,052.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -2.4% |
| 7D | +3.0% | -1.2% | +4.2% | +1.5% |
| 30D | -10.9% | -1.5% | -9.4% | -12.6% |
| 3M | +9.2% | -1.7% | +10.9% | +6.9% |
| 6M | +13.9% | -3.5% | +17.4% | +8.5% |
| YTD | +29.5% | -2.6% | +32.2% | +24.9% |
| 1Y | +14.2% | -2.4% | +16.6% | +10.6% |
| 3Y | +79.9% | +8.9% | +70.9% | +101.2% |
| 5Y | +175.7% | -9.2% | +184.9% | +129.6% |
| 10Y | +693.2% | +3.9% | +689.4% | +747.3% |
| All | +4,179.2% | +126.7% | +4,052.5% | +15,927.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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