-24.8%
ETHA vs IOT
+8.2%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +5.0% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | -10.7% | +1.0% | -11.7% | -10.9% |
| 3M | +29.0% | +10.9% | +18.0% | +26.2% |
| 6M | +2.7% | +39.9% | -37.2% | -4.8% |
| YTD | -18.7% | +20.8% | -39.4% | -24.7% |
| 1Y | -24.8% | +10.6% | -35.4% | -30.2% |
| All | -24.8% | +8.2% | -33.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling