+63.7%
IEMG vs ETHA
-27.9%
+91.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.8% |
| 7D | -1.3% | +3.5% | -4.7% | -1.7% |
| 30D | +1.9% | +35.3% | -33.4% | -2.1% |
| 3M | +1.4% | +50.9% | -49.4% | -4.0% |
| 6M | +15.2% | +22.1% | -6.9% | +11.7% |
| YTD | +23.8% | -14.6% | +38.4% | +23.7% |
| 1Y | +30.7% | -42.8% | +73.4% | +35.1% |
| All | +63.7% | -27.9% | +91.6% | +58.9% |
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