+2,467.6%
IBM vs ETN
+20,265.8%
-17,798.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.9% |
| 7D | +3.6% | +6.2% | -2.7% | +1.4% |
| 30D | +1.5% | -6.7% | +8.2% | +3.6% |
| 3M | -12.9% | +3.6% | -16.5% | -15.7% |
| 6M | -3.9% | +18.3% | -22.2% | -12.2% |
| YTD | -17.3% | +31.5% | -48.8% | -27.4% |
| 1Y | -5.0% | +20.6% | -25.6% | -14.5% |
| 3Y | +78.2% | +82.5% | -4.3% | +33.6% |
| 5Y | +120.6% | +177.8% | -57.2% | +39.3% |
| 10Y | +144.5% | +705.0% | -560.5% | +3.6% |
| All | +2,467.6% | +20,265.8% | -17,798.1% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling