+18.0%
IEFA vs ETHA
-42.6%
+60.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | -1.6% | +3.5% | -5.0% | -1.9% |
| 30D | -1.5% | +35.3% | -36.8% | -4.7% |
| 3M | +3.4% | +50.9% | -47.5% | -1.2% |
| 6M | +9.5% | +22.1% | -12.6% | +6.6% |
| YTD | +13.0% | -14.6% | +27.6% | +12.2% |
| 1Y | +18.0% | -42.8% | +60.8% | +20.2% |
| All | +18.0% | -42.6% | +60.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling