+39.2%
IVV vs ETHA
-41.7%
+80.9%
-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 | -0.6% | -10.2% | +9.6% | +0.6% |
| 30D | -3.7% | -17.0% | +13.3% | -1.6% |
| 3M | -2.7% | +9.6% | -12.3% | -4.0% |
| 6M | +2.2% | -11.3% | +13.6% | +3.0% |
| YTD | +10.9% | -30.9% | +41.8% | +13.9% |
| 1Y | +11.3% | -42.6% | +53.9% | +16.5% |
| All | +39.2% | -41.7% | +80.9% | +36.7% |
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