+296.9%
ETR vs IBN
+318.9%
-22.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.9% |
| 7D | +0.4% | -5.1% | +5.5% | +1.3% |
| 30D | +2.0% | -3.5% | +5.6% | +2.7% |
| 3M | -1.7% | +11.3% | -13.0% | -3.7% |
| 6M | +3.6% | +4.4% | -0.9% | +2.5% |
| YTD | +18.0% | -1.8% | +19.8% | +18.0% |
| 1Y | +26.2% | -8.0% | +34.2% | +27.6% |
| 3Y | +148.0% | +27.1% | +120.9% | +133.2% |
| 5Y | +126.1% | +54.5% | +71.6% | +102.4% |
| All | +296.9% | +318.9% | -22.0% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling