-28.7%
ETHA vs IVZ
+114.1%
-142.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.8% |
| 7D | +2.7% | +1.1% | +1.6% | +1.8% |
| 30D | +29.4% | +3.1% | +26.3% | +25.9% |
| 3M | +47.2% | +18.2% | +29.0% | +27.7% |
| 6M | +25.4% | +38.6% | -13.2% | -5.3% |
| YTD | -16.5% | +25.9% | -42.4% | -31.9% |
| 1Y | -42.3% | +51.7% | -94.0% | -59.8% |
| All | -28.7% | +114.1% | -142.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling