+78.7%
IAU vs ETHA
-30.2%
+108.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.4% | -2.4% | -0.9% | -3.2% |
| 30D | -1.1% | +30.9% | -32.0% | -2.5% |
| 3M | +5.8% | +51.1% | -45.3% | +3.6% |
| 6M | -16.9% | +20.5% | -37.5% | -18.0% |
| YTD | +0.1% | -17.3% | +17.4% | -0.8% |
| 1Y | +18.4% | -43.2% | +61.6% | +17.4% |
| All | +78.7% | -30.2% | +108.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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