+179.8%
ETN vs IR
+35.9%
+143.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.3% |
| 7D | +6.2% | -1.9% | +8.1% | +7.5% |
| 30D | -6.7% | -15.0% | +8.4% | +3.6% |
| 3M | +3.6% | -0.4% | +4.0% | +3.2% |
| 6M | +18.3% | -15.0% | +33.4% | +30.1% |
| YTD | +31.5% | -7.1% | +38.5% | +35.0% |
| 1Y | +20.6% | -7.5% | +28.1% | +23.8% |
| 3Y | +82.5% | +6.3% | +76.2% | +65.2% |
| All | +179.8% | +35.9% | +143.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling