+2,232.6%
ETR vs IT
+6,296.6%
-4,064.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +7.0% | -1.8% | +8.9% | +7.0% |
| 3M | +4.6% | +4.8% | -0.2% | +3.6% |
| 6M | +0.1% | +33.0% | -32.9% | -4.2% |
| YTD | +23.2% | -23.8% | +47.0% | +24.5% |
| 1Y | +20.6% | -16.5% | +37.1% | +20.5% |
| 3Y | +156.3% | -53.6% | +209.9% | +170.8% |
| 5Y | +159.6% | -42.1% | +201.8% | +165.1% |
| 10Y | +377.1% | +90.1% | +287.0% | +321.3% |
| All | +2,232.6% | +6,296.6% | -4,064.0% | +1,358.9% |
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