+10,277.7%
ETN vs IT
+5,548.9%
+4,728.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.3% |
| 7D | +6.2% | -9.1% | +15.4% | +8.2% |
| 30D | -6.7% | -12.2% | +5.5% | -4.5% |
| 3M | +3.6% | +7.8% | -4.2% | -0.4% |
| 6M | +18.3% | +2.0% | +16.3% | +13.7% |
| YTD | +31.5% | -32.7% | +64.2% | +37.2% |
| 1Y | +20.6% | -31.1% | +51.7% | +24.6% |
| 3Y | +82.5% | -52.1% | +134.6% | +102.8% |
| 5Y | +177.8% | -46.3% | +224.1% | +199.1% |
| 10Y | +705.0% | +91.4% | +613.7% | +556.1% |
| All | +10,277.7% | +5,548.9% | +4,728.8% | +5,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling