+35.3%
IWM vs ETHA
-29.6%
+64.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | +1.4% | +2.7% | -1.3% | +1.0% |
| 30D | -2.3% | +29.4% | -31.7% | -6.4% |
| 3M | +4.0% | +47.2% | -43.2% | -2.7% |
| 6M | +17.9% | +25.4% | -7.4% | +12.8% |
| YTD | +20.2% | -16.5% | +36.7% | +21.4% |
| 1Y | +25.0% | -42.3% | +67.3% | +32.7% |
| All | +35.3% | -29.6% | +64.9% | +28.4% |
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