+73.0%
IBM vs ETN
+79.7%
-6.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -0.3% | +3.0% | -3.3% | -0.7% |
| 30D | -1.8% | -10.9% | +9.1% | -0.6% |
| 3M | -13.5% | +9.2% | -22.7% | -15.7% |
| 6M | -5.1% | +13.9% | -19.0% | -9.1% |
| YTD | -19.4% | +29.5% | -48.9% | -25.4% |
| 1Y | -6.5% | +14.2% | -20.7% | -11.1% |
| All | +73.0% | +79.7% | -6.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling