+19.2%
ETR vs IBN
+4.2%
+15.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.0% | +2.4% |
| 7D | +3.7% | +8.9% | -5.2% | +3.0% |
| 30D | +11.0% | +12.6% | -1.7% | +10.1% |
| 3M | +3.4% | +3.1% | +0.3% | +2.9% |
| 6M | -3.3% | +20.6% | -23.9% | -4.6% |
| YTD | +23.3% | +5.8% | +17.5% | +21.3% |
| 1Y | +19.2% | +3.7% | +15.5% | +18.5% |
| All | +19.2% | +4.2% | +15.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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