+8,439.3%
ETN vs IRM
+9,897.4%
-1,458.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +8.0% | +1.6% | +6.4% | +7.5% |
| 30D | -5.9% | -4.2% | -1.7% | -4.7% |
| 3M | +5.0% | -5.4% | +10.3% | +6.7% |
| 6M | +22.4% | +12.0% | +10.4% | +18.1% |
| YTD | +33.6% | +42.0% | -8.4% | +19.8% |
| 1Y | +22.1% | +29.9% | -7.7% | +12.2% |
| 3Y | +85.6% | +104.4% | -18.8% | +48.3% |
| 5Y | +179.2% | +191.0% | -11.8% | +99.6% |
| 10Y | +687.3% | +417.1% | +270.2% | +365.8% |
| All | +8,439.3% | +9,897.4% | -1,458.1% | +3,609.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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