+12.4%
ETN vs IRE
-84.0%
+96.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.1% |
| 7D | +6.2% | +29.0% | -22.8% | +4.1% |
| 30D | -6.7% | +24.2% | -30.9% | -9.0% |
| 3M | +3.6% | -53.2% | +56.8% | +4.6% |
| 6M | +18.3% | -36.0% | +54.4% | +13.9% |
| YTD | +31.5% | -51.0% | +82.5% | +24.1% |
| All | +12.4% | -84.0% | +96.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling