+143.8%
IBM vs ETN
+730.7%
-586.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +2.6% |
| 7D | +3.6% | +3.5% | 0.0% | +2.3% |
| 30D | +3.1% | -7.5% | +10.6% | +5.6% |
| 3M | -10.8% | +8.3% | -19.2% | -15.2% |
| 6M | -0.8% | +20.2% | -21.0% | -10.6% |
| YTD | -16.2% | +34.7% | -50.9% | -28.2% |
| 1Y | -2.9% | +19.4% | -22.3% | -13.2% |
| 3Y | +79.8% | +85.5% | -5.7% | +25.6% |
| 5Y | +124.9% | +186.6% | -61.7% | +23.7% |
| All | +143.8% | +730.7% | -586.9% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling