-2.9%
IBM vs ETN
+18.3%
-21.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +4.3% |
| 7D | +3.6% | +3.5% | 0.0% | +3.8% |
| 30D | +3.1% | -7.5% | +10.6% | +2.3% |
| 3M | -10.8% | +8.3% | -19.2% | -10.8% |
| 6M | -0.8% | +20.2% | -21.0% | -2.7% |
| YTD | -16.2% | +34.7% | -50.9% | -19.6% |
| 1Y | -2.9% | +19.4% | -22.3% | -3.5% |
| All | -2.9% | +18.3% | -21.1% | -3.5% |
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