-29.3%
ETHA vs IT
-64.0%
+34.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -2.4% | -12.7% | +10.3% | +1.1% |
| 30D | +30.9% | -8.9% | +39.8% | +34.1% |
| 3M | +51.1% | +10.1% | +41.0% | +45.3% |
| 6M | +20.5% | +7.3% | +13.3% | +15.3% |
| YTD | -17.3% | -32.4% | +15.1% | -3.8% |
| 1Y | -43.2% | -26.6% | -16.6% | -36.8% |
| All | -29.3% | -64.0% | +34.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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