-29.3%
ETHA vs IWF
+33.1%
-62.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.4% |
| 7D | -2.4% | -1.7% | -0.7% | +0.4% |
| 30D | +30.9% | -1.8% | +32.7% | +34.6% |
| 3M | +51.1% | +1.5% | +49.7% | +46.0% |
| 6M | +20.5% | +7.7% | +12.8% | +5.8% |
| YTD | -17.3% | +2.7% | -20.0% | -20.3% |
| 1Y | -43.2% | +6.8% | -50.0% | -48.0% |
| All | -29.3% | +33.1% | -62.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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