-29.3%
ETHA vs IBB
+39.8%
-69.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.2% |
| 7D | -2.4% | -5.2% | +2.8% | +2.8% |
| 30D | +30.9% | +1.5% | +29.4% | +28.2% |
| 3M | +51.1% | +22.1% | +29.0% | +21.1% |
| 6M | +20.5% | +17.7% | +2.8% | +0.3% |
| YTD | -17.3% | +20.2% | -37.4% | -32.8% |
| 1Y | -43.2% | +44.4% | -87.7% | -62.1% |
| All | -29.3% | +39.8% | -69.0% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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