+43.8%
IBM vs ETHA
-44.8%
+88.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.2% |
| 7D | +1.6% | -12.5% | +14.1% | +2.5% |
| 30D | +9.2% | -19.8% | +29.0% | +10.8% |
| 3M | +4.9% | +3.1% | +1.8% | +4.5% |
| 6M | +16.8% | -13.8% | +30.6% | +17.6% |
| YTD | -14.3% | -34.6% | +20.3% | -12.6% |
| 1Y | -16.7% | -38.7% | +22.0% | -14.8% |
| All | +43.8% | -44.8% | +88.7% | +42.8% |
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