-27.0%
ETHA vs IRM
+22.6%
-49.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.3% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | +35.3% | -7.4% | +42.7% | +39.9% |
| 3M | +50.9% | -7.4% | +58.2% | +55.1% |
| 6M | +22.1% | +8.7% | +13.5% | +15.1% |
| YTD | -14.6% | +40.9% | -55.5% | -29.6% |
| 1Y | -42.8% | +20.5% | -63.3% | -49.3% |
| All | -27.0% | +22.6% | -49.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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