-5.5%
ETN vs IJH
+17.8%
-23.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.9% |
| 7D | -10.1% | +1.7% | -11.8% | -12.5% |
| 30D | -18.4% | +1.2% | -19.6% | -19.9% |
| 3M | -20.4% | -3.4% | -17.0% | -15.6% |
| 6M | -16.0% | +3.7% | -19.7% | -18.8% |
| YTD | +11.8% | +13.9% | -2.1% | -5.3% |
| 1Y | -5.5% | +17.4% | -22.9% | -23.3% |
| All | -5.5% | +17.8% | -23.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling