-29.3%
ETHA vs IVZ
+111.4%
-140.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -0.7% |
| 30D | +30.9% | +2.5% | +28.4% | +28.0% |
| 3M | +51.1% | +17.1% | +34.1% | +32.1% |
| 6M | +20.5% | +35.1% | -14.6% | -7.1% |
| YTD | -17.3% | +24.3% | -41.6% | -31.9% |
| 1Y | -43.2% | +48.7% | -91.9% | -59.8% |
| All | -29.3% | +111.4% | -140.7% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling