+41.7%
IVV vs ETHA
-29.6%
+71.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.5% | +2.7% | -2.2% | +0.2% |
| 30D | -1.0% | +29.4% | -30.3% | -4.0% |
| 3M | +3.9% | +47.2% | -43.3% | -1.0% |
| 6M | +14.5% | +25.4% | -10.9% | +10.9% |
| YTD | +12.9% | -16.5% | +29.4% | +13.6% |
| 1Y | +19.4% | -42.3% | +61.7% | +24.5% |
| All | +41.7% | -29.6% | +71.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling