-44.6%
ETHA vs IRE
-97.2%
+52.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.4% | -5.6% |
| 7D | -0.2% | -27.2% | +27.0% | +1.2% |
| 30D | -13.4% | -75.1% | +61.8% | -1.1% |
| 3M | +16.5% | -77.9% | +94.4% | +31.8% |
| 6M | -5.3% | -94.6% | +89.3% | +20.7% |
| YTD | -25.2% | -91.5% | +66.3% | -19.4% |
| 1Y | -32.9% | -97.8% | +64.9% | -17.1% |
| All | -44.6% | -97.2% | +52.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling