-27.0%
ETHA vs IVZ
+113.7%
-140.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.4% |
| 7D | +3.5% | -2.4% | +5.8% | +5.4% |
| 30D | +35.3% | +3.0% | +32.3% | +31.8% |
| 3M | +50.9% | +14.9% | +36.0% | +33.9% |
| 6M | +22.1% | +36.7% | -14.6% | -6.8% |
| YTD | -14.6% | +25.7% | -40.3% | -30.2% |
| 1Y | -42.8% | +47.7% | -90.5% | -59.3% |
| All | -27.0% | +113.7% | -140.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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