-29.3%
ETHA vs IOVA
-1.1%
-28.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | -2.4% | -6.4% | +4.0% | -1.7% |
| 30D | +30.9% | +25.4% | +5.5% | +27.7% |
| 3M | +51.1% | +115.3% | -64.2% | +37.5% |
| 6M | +20.5% | +56.5% | -36.0% | +12.5% |
| YTD | -17.3% | +198.2% | -215.4% | -29.3% |
| 1Y | -43.2% | +242.0% | -285.3% | -52.7% |
| All | -29.3% | -1.1% | -28.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling