+171.2%
ETN vs IP
-17.2%
+188.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +2.0% | -5.3% | +7.3% | +3.5% |
| 30D | -7.9% | -10.9% | +2.9% | -5.0% |
| 3M | -1.6% | +11.2% | -12.8% | -5.4% |
| 6M | +16.9% | -10.2% | +27.1% | +19.0% |
| YTD | +30.1% | -2.0% | +32.1% | +28.5% |
| 1Y | +19.3% | -19.1% | +38.4% | +24.4% |
| 3Y | +82.5% | +20.9% | +61.7% | +59.8% |
| All | +171.2% | -17.2% | +188.4% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling