-29.3%
ETHA vs IAG
+390.0%
-419.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -2.4% | -4.1% | +1.6% | -1.5% |
| 30D | +30.9% | +10.6% | +20.3% | +28.2% |
| 3M | +51.1% | +35.4% | +15.8% | +41.9% |
| 6M | +20.5% | -9.5% | +30.1% | +20.6% |
| YTD | -17.3% | +21.8% | -39.1% | -21.1% |
| 1Y | -43.2% | +84.1% | -127.4% | -48.8% |
| All | -29.3% | +390.0% | -419.3% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling