+18.3%
IGV vs ETHA
-27.9%
+46.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.3% |
| 7D | -2.9% | +3.5% | -6.4% | -3.5% |
| 30D | -1.5% | +35.3% | -36.8% | -6.8% |
| 3M | +11.7% | +50.9% | -39.2% | +3.4% |
| 6M | +18.4% | +22.1% | -3.7% | +13.3% |
| YTD | -3.9% | -14.6% | +10.7% | -3.5% |
| 1Y | -9.7% | -42.8% | +33.1% | -4.0% |
| All | +18.3% | -27.9% | +46.3% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling