+20.9%
ETHA vs IOT
+9.8%
+11.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | +2.9% | +5.1% | -2.1% | +2.3% |
| 30D | +31.4% | -3.0% | +34.4% | +31.7% |
| 3M | +48.9% | +15.0% | +33.9% | +45.0% |
| 6M | +20.9% | +13.1% | +7.7% | +24.7% |
| All | +20.9% | +9.8% | +11.1% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling