+34.2%
IBM vs ETHA
-29.6%
+63.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +0.3% | +2.7% | -2.4% | +0.1% |
| 30D | -1.5% | +29.4% | -30.9% | -3.3% |
| 3M | -16.8% | +47.2% | -63.9% | -19.4% |
| 6M | -9.0% | +25.4% | -34.4% | -10.9% |
| YTD | -20.1% | -16.5% | -3.5% | -19.8% |
| 1Y | -7.0% | -42.3% | +35.3% | -4.7% |
| All | +34.2% | -29.6% | +63.8% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling