+35.8%
IBM vs ETHA
-30.3%
+66.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +0.3% | +27.9% | -27.6% | -1.5% |
| 3M | -21.6% | +38.3% | -59.9% | -23.7% |
| 6M | -4.7% | +14.0% | -18.7% | -5.9% |
| YTD | -19.1% | -17.4% | -1.7% | -18.7% |
| 1Y | -2.5% | -42.7% | +40.2% | 0.0% |
| All | +35.8% | -30.3% | +66.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling