-29.4%
ETHA vs IP
-11.2%
-18.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.3% |
| 7D | +0.8% | -5.3% | +6.1% | +2.5% |
| 30D | +27.9% | -10.9% | +38.8% | +32.5% |
| 3M | +38.3% | +11.2% | +27.1% | +31.6% |
| 6M | +14.0% | -10.2% | +24.2% | +17.5% |
| YTD | -17.4% | -2.0% | -15.4% | -18.2% |
| 1Y | -42.7% | -19.1% | -23.6% | -38.5% |
| All | -29.4% | -11.2% | -18.2% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling