-38.9%
ETHA vs IP
-15.3%
-23.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -5.4% |
| 7D | -5.3% | -3.0% | -2.3% | -4.4% |
| 30D | -14.2% | +10.6% | -24.8% | -17.0% |
| 3M | +10.7% | -13.6% | +24.3% | +15.5% |
| 6M | -8.4% | +10.4% | -18.8% | -13.2% |
| YTD | -28.6% | -6.5% | -22.1% | -28.4% |
| 1Y | -38.8% | -2.1% | -36.7% | -40.1% |
| All | -38.9% | -15.3% | -23.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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