-6.5%
IBM vs ETHA
-43.9%
+37.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | -1.8% | +30.9% | -32.7% | -3.4% |
| 3M | -13.5% | +51.1% | -64.6% | -16.2% |
| 6M | -5.1% | +20.5% | -25.6% | -6.1% |
| YTD | -19.4% | -17.3% | -2.1% | -19.5% |
| 1Y | -6.5% | -43.2% | +36.7% | -6.0% |
| All | -6.5% | -43.9% | +37.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling