+14.3%
ETN vs IRE
-82.8%
+97.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.2% | -7.5% | +1.9% |
| 7D | +8.0% | +58.9% | -50.9% | +4.1% |
| 30D | -5.9% | +17.2% | -23.1% | -7.9% |
| 3M | +5.0% | -58.6% | +63.6% | +6.6% |
| 6M | +22.4% | -23.5% | +45.9% | +16.5% |
| YTD | +33.6% | -47.4% | +81.1% | +25.4% |
| All | +14.3% | -82.8% | +97.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling