-28.7%
ETHA vs IAG
+390.5%
-419.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | +2.7% | +4.3% | -1.6% | +1.8% |
| 30D | +29.4% | +9.8% | +19.6% | +26.9% |
| 3M | +47.2% | +28.9% | +18.3% | +39.4% |
| 6M | +25.4% | -7.6% | +33.0% | +25.0% |
| YTD | -16.5% | +22.0% | -38.5% | -20.4% |
| 1Y | -42.3% | +99.5% | -141.8% | -48.4% |
| All | -28.7% | +390.5% | -419.1% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling