-40.2%
ETHA vs IP
-17.4%
-22.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.6% |
| 7D | -14.0% | -2.8% | -11.3% | -13.3% |
| 30D | -17.4% | +9.2% | -26.6% | -19.8% |
| 3M | +10.6% | -16.1% | +26.8% | +16.5% |
| 6M | -11.2% | +9.6% | -20.8% | -15.8% |
| YTD | -30.1% | -8.8% | -21.3% | -29.3% |
| 1Y | -39.6% | -5.5% | -34.1% | -40.2% |
| All | -40.2% | -17.4% | -22.9% | -46.5% |
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