+2,823.2%
ETR vs IBN
+1,532.9%
+1,290.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.4% | +1.4% | 0.0% | +1.3% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | -1.3% | +17.1% | -18.4% | -3.2% |
| 6M | +1.9% | +3.4% | -1.5% | +1.3% |
| YTD | +18.2% | +2.5% | +15.6% | +17.5% |
| 1Y | +24.7% | -4.2% | +28.8% | +25.0% |
| 3Y | +150.7% | +32.4% | +118.3% | +140.0% |
| 5Y | +127.0% | +59.2% | +67.8% | +111.0% |
| 10Y | +295.5% | +345.7% | -50.2% | +215.8% |
| All | +2,823.2% | +1,532.9% | +1,290.3% | +1,864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling