-27.0%
ETHA vs IAG
+394.1%
-421.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +3.5% | -1.1% | +4.5% | +3.7% |
| 30D | +35.3% | +12.1% | +23.2% | +32.1% |
| 3M | +50.9% | +25.5% | +25.3% | +43.6% |
| 6M | +22.1% | -7.1% | +29.2% | +21.6% |
| YTD | -14.6% | +22.9% | -37.4% | -18.7% |
| 1Y | -42.8% | +83.3% | -126.1% | -48.4% |
| All | -27.0% | +394.1% | -421.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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