-38.7%
ETHA vs IOVA
+207.9%
-246.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | -12.5% | -3.5% | -9.1% | -12.2% |
| 30D | -19.8% | -45.4% | +25.6% | -16.0% |
| 3M | +3.1% | +19.0% | -15.9% | -0.3% |
| 6M | -13.8% | +112.0% | -125.8% | -21.9% |
| YTD | -34.6% | +184.2% | -218.8% | -45.2% |
| 1Y | -38.7% | +222.0% | -260.7% | -50.4% |
| All | -38.7% | +207.9% | -246.6% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling