+18.0%
IGV vs ETHA
-30.2%
+48.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | -2.6% | +30.9% | -33.5% | -7.3% |
| 3M | +10.5% | +51.1% | -40.6% | +2.3% |
| 6M | +18.2% | +20.5% | -2.3% | +13.3% |
| YTD | -4.2% | -17.3% | +13.0% | -3.2% |
| 1Y | -9.8% | -43.2% | +33.4% | -4.0% |
| All | +18.0% | -30.2% | +48.2% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling