+63.3%
ETN vs IP
+13.9%
+49.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +4.3% |
| 7D | -7.6% | -5.1% | -2.6% | -6.7% |
| 30D | -20.8% | +8.5% | -29.3% | -22.3% |
| 3M | -23.6% | -13.8% | -9.7% | -21.4% |
| 6M | -18.5% | +5.7% | -24.2% | -20.4% |
| YTD | +8.2% | -9.1% | +17.3% | +8.8% |
| 1Y | -8.7% | -0.8% | -7.9% | -10.0% |
| 3Y | +63.3% | +14.8% | +48.5% | +65.8% |
| All | +63.3% | +13.9% | +49.4% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling