-44.1%
ETHA vs IP
-17.9%
-26.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -3.8% |
| 7D | -12.5% | -0.3% | -12.2% | -12.5% |
| 30D | -19.8% | +7.9% | -27.7% | -21.9% |
| 3M | +3.1% | -15.3% | +18.4% | +8.2% |
| 6M | -13.8% | +10.5% | -24.3% | -18.6% |
| YTD | -34.6% | -9.4% | -25.2% | -33.8% |
| 1Y | -38.7% | -4.6% | -34.1% | -39.6% |
| All | -44.1% | -17.9% | -26.2% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling