+561.4%
ETN vs IR
+282.2%
+279.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.4% | +3.7% |
| 7D | +8.0% | +0.6% | +7.4% | +7.6% |
| 30D | -5.9% | -13.6% | +7.7% | +2.2% |
| 3M | +5.0% | +3.7% | +1.3% | +2.3% |
| 6M | +22.4% | -13.1% | +35.5% | +31.5% |
| YTD | +33.6% | -5.1% | +38.8% | +35.8% |
| 1Y | +22.1% | -6.5% | +28.6% | +24.7% |
| 3Y | +85.6% | +8.5% | +77.1% | +72.4% |
| 5Y | +179.2% | +43.3% | +135.9% | +120.8% |
| All | +561.4% | +282.2% | +279.3% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling