+32.6%
IWM vs ETHA
-27.9%
+60.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -2.4% | +3.5% | -5.9% | -2.9% |
| 30D | -4.6% | +35.3% | -39.9% | -9.2% |
| 3M | -0.3% | +50.9% | -51.2% | -7.0% |
| 6M | +14.7% | +22.1% | -7.4% | +10.2% |
| YTD | +17.8% | -14.6% | +32.4% | +18.6% |
| 1Y | +21.2% | -42.8% | +64.0% | +29.0% |
| All | +32.6% | -27.9% | +60.6% | +25.5% |
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