+18.4%
IWM vs ETHA
-43.4%
+61.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +1.4% | -12.5% | +14.0% | +3.2% |
| 30D | +2.3% | -19.8% | +22.1% | +5.2% |
| 3M | -8.3% | +3.1% | -11.4% | -9.0% |
| 6M | -1.3% | -13.8% | +12.5% | +0.1% |
| YTD | +13.5% | -34.6% | +48.1% | +16.6% |
| 1Y | +18.4% | -38.7% | +57.1% | +22.2% |
| All | +18.4% | -43.4% | +61.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling