+26.4%
IJR vs ETHA
-27.9%
+54.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | -2.2% | +3.5% | -5.6% | -2.6% |
| 30D | -4.6% | +35.3% | -39.9% | -8.6% |
| 3M | +0.2% | +50.9% | -50.6% | -5.7% |
| 6M | +14.7% | +22.1% | -7.4% | +10.8% |
| YTD | +18.9% | -14.6% | +33.4% | +19.7% |
| 1Y | +19.9% | -42.8% | +62.7% | +27.3% |
| All | +26.4% | -27.9% | +54.4% | +19.4% |
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