-36.1%
ETHA vs IP
-17.7%
-18.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -0.2% | -5.1% | +4.9% | +1.4% |
| 30D | -13.4% | +8.5% | -21.9% | -15.7% |
| 3M | +16.5% | -13.8% | +30.3% | +21.6% |
| 6M | -5.3% | +5.7% | -11.1% | -9.0% |
| YTD | -25.2% | -9.1% | -16.1% | -24.3% |
| 1Y | -32.9% | -0.8% | -32.1% | -35.0% |
| All | -36.1% | -17.7% | -18.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling