+40.0%
IVV vs ETHA
-44.8%
+84.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | +2.6% | -12.5% | +15.1% | +4.1% |
| 30D | -2.0% | -19.8% | +17.8% | +0.5% |
| 3M | -2.8% | +3.1% | -5.9% | -3.4% |
| 6M | +2.2% | -13.8% | +16.0% | +3.3% |
| YTD | +11.5% | -34.6% | +46.1% | +15.3% |
| 1Y | +13.5% | -38.7% | +52.2% | +17.8% |
| All | +40.0% | -44.8% | +84.8% | +38.3% |
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