+81.1%
ETN vs IR
+5.7%
+75.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.4% |
| 7D | +6.2% | -1.9% | +8.1% | +7.5% |
| 30D | -6.7% | -15.0% | +8.4% | +3.1% |
| 3M | +3.6% | -0.4% | +4.0% | +3.1% |
| 6M | +18.3% | -15.0% | +33.4% | +29.5% |
| YTD | +31.5% | -7.1% | +38.5% | +34.7% |
| 1Y | +20.6% | -7.5% | +28.1% | +23.5% |
| All | +81.1% | +5.7% | +75.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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