-13.3%
IBM vs ETN
-1.0%
-12.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.9% | +11.6% | +0.9% |
| 7D | +0.4% | -10.1% | +10.6% | -0.4% |
| 30D | +14.8% | -18.4% | +33.2% | +12.9% |
| 3M | +8.9% | -20.4% | +29.3% | +6.9% |
| 6M | +12.4% | -16.0% | +28.4% | +11.5% |
| YTD | -12.4% | +11.8% | -24.2% | -18.8% |
| 1Y | -13.3% | -5.5% | -7.8% | -15.7% |
| All | -13.3% | -1.0% | -12.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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