-29.2%
ETHA vs IOVA
+2.4%
-31.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | +2.9% | -2.2% | +5.1% | +3.2% |
| 30D | +31.4% | +31.7% | -0.3% | +27.6% |
| 3M | +48.9% | +117.3% | -68.4% | +35.3% |
| 6M | +20.9% | +55.8% | -34.9% | +12.9% |
| YTD | -17.2% | +208.8% | -226.0% | -29.5% |
| 1Y | -42.8% | +255.7% | -298.5% | -52.5% |
| All | -29.2% | +2.4% | -31.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling