-40.2%
ETHA vs IBB
+50.5%
-90.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.8% |
| 7D | -14.0% | -1.4% | -12.7% | -12.9% |
| 30D | -17.4% | +6.8% | -24.2% | -22.4% |
| 3M | +10.6% | +9.2% | +1.4% | +0.6% |
| 6M | -11.2% | +28.3% | -39.6% | -32.3% |
| YTD | -30.1% | +29.4% | -59.4% | -47.3% |
| 1Y | -39.6% | +33.2% | -72.8% | -55.9% |
| All | -40.2% | +50.5% | -90.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling