-38.6%
ETHA vs IRE
-84.0%
+45.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | +0.1% |
| 7D | +2.9% | +29.0% | -26.1% | -0.5% |
| 30D | +31.4% | +24.2% | +7.2% | +25.7% |
| 3M | +48.9% | -53.2% | +102.0% | +54.5% |
| 6M | +20.9% | -36.0% | +56.9% | +10.1% |
| YTD | -17.2% | -51.0% | +33.8% | -25.0% |
| All | -38.6% | -84.0% | +45.4% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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