+13.4%
IJH vs ETHA
-42.6%
+56.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | -1.9% | +3.5% | -5.3% | -2.2% |
| 30D | -4.6% | +35.3% | -39.9% | -7.4% |
| 3M | -1.2% | +50.9% | -52.0% | -5.3% |
| 6M | +9.4% | +22.1% | -12.7% | +6.9% |
| YTD | +13.3% | -14.6% | +27.9% | +13.8% |
| 1Y | +13.4% | -42.8% | +56.2% | +18.8% |
| All | +13.4% | -42.6% | +56.0% | +18.8% |
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