+85.5%
ETN vs IJH
+49.7%
+35.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.0% |
| 7D | +3.5% | -1.9% | +5.4% | +5.9% |
| 30D | -7.5% | -4.6% | -2.9% | -1.9% |
| 3M | +8.3% | -1.2% | +9.5% | +10.5% |
| 6M | +20.2% | +9.4% | +10.8% | +9.7% |
| YTD | +34.7% | +13.3% | +21.3% | +18.3% |
| 1Y | +19.4% | +13.4% | +6.1% | +5.0% |
| 3Y | +85.5% | +50.4% | +35.1% | +27.0% |
| All | +85.5% | +49.7% | +35.8% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling