-7.5%
IGV vs ETHA
-31.0%
+23.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.3% |
| 7D | -7.5% | +2.1% | -9.6% | -7.9% |
| 30D | -5.6% | -10.7% | +5.1% | -3.6% |
| 3M | +1.5% | +29.0% | -27.4% | -3.8% |
| 6M | +17.1% | +2.7% | +14.4% | +15.2% |
| YTD | -2.0% | -18.7% | +16.7% | -2.9% |
| 1Y | -7.5% | -24.8% | +17.3% | -7.7% |
| All | -7.5% | -31.0% | +23.5% | -7.7% |
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