-27.0%
ETHA vs IOT
+2.7%
-29.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +3.5% | -4.5% | +8.0% | +4.9% |
| 30D | +35.3% | -2.4% | +37.8% | +36.0% |
| 3M | +50.9% | +19.0% | +31.9% | +40.7% |
| 6M | +22.1% | +19.6% | +2.5% | +12.1% |
| YTD | -14.6% | +8.3% | -22.8% | -20.1% |
| 1Y | -42.8% | -0.8% | -42.0% | -44.7% |
| All | -27.0% | +2.7% | -29.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling