+4.7%
IEF vs ETHA
-30.2%
+34.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.2% | -2.4% | +1.2% | -1.2% |
| 30D | -1.5% | +30.9% | -32.4% | -1.6% |
| 3M | -1.7% | +51.1% | -52.8% | -1.8% |
| 6M | -3.5% | +20.5% | -24.0% | -3.6% |
| YTD | -2.6% | -17.3% | +14.6% | -2.7% |
| 1Y | -2.4% | -43.2% | +40.9% | -2.4% |
| All | +4.7% | -30.2% | +34.9% | +5.4% |
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