+7.4%
ICE vs ETHA
-30.2%
+37.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.3% | -2.4% | -2.9% | -5.2% |
| 30D | +3.0% | +30.9% | -27.9% | +1.6% |
| 3M | +11.4% | +51.1% | -39.7% | +9.1% |
| 6M | -2.0% | +20.5% | -22.6% | -3.2% |
| YTD | -3.1% | -17.3% | +14.1% | -3.2% |
| 1Y | -8.4% | -43.2% | +34.9% | -7.3% |
| All | +7.4% | -30.2% | +37.6% | +5.3% |
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