+8.8%
ICE vs ETHA
-29.6%
+38.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -1.2% | +2.7% | -3.8% | -1.3% |
| 30D | +5.0% | +29.4% | -24.4% | +3.6% |
| 3M | +13.9% | +47.2% | -33.3% | +11.6% |
| 6M | -4.4% | +25.4% | -29.8% | -5.7% |
| YTD | -1.9% | -16.5% | +14.6% | -2.0% |
| 1Y | -8.1% | -42.3% | +34.2% | -7.1% |
| All | +8.8% | -29.6% | +38.3% | +6.6% |
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