+5.9%
IEF vs ETHA
-29.6%
+35.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | -0.7% | +29.4% | -30.1% | -0.8% |
| 3M | -0.4% | +47.2% | -47.6% | -0.6% |
| 6M | -2.5% | +25.4% | -27.9% | -2.6% |
| YTD | -1.6% | -16.5% | +14.9% | -1.6% |
| 1Y | -1.3% | -42.3% | +41.0% | -1.3% |
| All | +5.9% | -29.6% | +35.5% | +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