+190.4%
ETN vs IJR
+39.9%
+150.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.5% |
| 7D | +3.5% | -2.2% | +5.7% | +5.5% |
| 30D | -7.5% | -4.6% | -2.9% | -3.6% |
| 3M | +8.3% | +0.2% | +8.1% | +8.4% |
| 6M | +20.2% | +14.7% | +5.5% | +7.7% |
| YTD | +34.7% | +18.9% | +15.8% | +17.2% |
| 1Y | +19.4% | +19.9% | -0.5% | +3.2% |
| 3Y | +85.5% | +53.0% | +32.5% | +31.0% |
| All | +190.4% | +39.9% | +150.5% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling