-27.0%
ETHA vs IFF
-11.1%
-15.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.4% |
| 7D | +3.5% | -3.2% | +6.6% | +4.5% |
| 30D | +35.3% | -0.3% | +35.6% | +35.3% |
| 3M | +50.9% | +8.4% | +42.4% | +46.6% |
| 6M | +22.1% | +23.0% | -0.9% | +12.6% |
| YTD | -14.6% | +25.5% | -40.0% | -23.4% |
| 1Y | -42.8% | +29.1% | -71.9% | -49.7% |
| All | -27.0% | -11.1% | -15.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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