-27.0%
ETHA vs IWF
+34.1%
-61.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +1.9% |
| 7D | +3.5% | -0.9% | +4.4% | +5.1% |
| 30D | +35.3% | -1.7% | +37.0% | +39.0% |
| 3M | +50.9% | +0.7% | +50.2% | +47.9% |
| 6M | +22.1% | +8.6% | +13.6% | +5.9% |
| YTD | -14.6% | +3.5% | -18.1% | -18.8% |
| 1Y | -42.8% | +7.0% | -49.8% | -47.8% |
| All | -27.0% | +34.1% | -61.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling