-5.5%
ETN vs IT
-17.9%
+12.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.5% | -11.3% | -9.5% |
| 7D | -10.1% | -5.5% | -4.7% | -11.1% |
| 30D | -18.4% | +10.3% | -28.7% | -16.1% |
| 3M | -20.4% | +11.5% | -31.9% | -17.5% |
| 6M | -16.0% | +40.3% | -56.2% | -6.5% |
| YTD | +11.8% | -17.9% | +29.7% | +22.0% |
| 1Y | -5.5% | -8.8% | +3.3% | -0.5% |
| All | -5.5% | -17.9% | +12.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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