+561.5%
ETN vs IP
+31.6%
+529.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.9% |
| 7D | -1.8% | -3.0% | +1.2% | -0.7% |
| 30D | -16.4% | +10.6% | -27.0% | -20.2% |
| 3M | -19.9% | -13.6% | -6.3% | -15.2% |
| 6M | -10.3% | +10.4% | -20.7% | -16.1% |
| YTD | +13.8% | -6.5% | +20.2% | +12.5% |
| 1Y | -3.1% | -2.1% | -0.9% | -6.3% |
| 3Y | +70.1% | +22.0% | +48.1% | +34.8% |
| 5Y | +122.3% | -9.7% | +132.0% | +104.6% |
| 10Y | +561.5% | +26.8% | +534.7% | +371.6% |
| All | +561.5% | +31.6% | +529.8% | +371.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling