+35.9%
IWM vs ETHA
-30.3%
+66.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -1.3% | +27.9% | -29.2% | -5.2% |
| 3M | +1.6% | +38.3% | -36.7% | -4.0% |
| 6M | +13.6% | +14.0% | -0.4% | +10.3% |
| YTD | +20.8% | -17.4% | +38.2% | +22.2% |
| 1Y | +26.4% | -42.7% | +69.1% | +34.4% |
| All | +35.9% | -30.3% | +66.2% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling