+12.7%
IYR vs ETHA
-27.9%
+40.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.6% |
| 7D | -1.4% | +3.5% | -4.8% | -1.5% |
| 30D | -2.7% | +35.3% | -38.0% | -4.2% |
| 3M | -2.1% | +50.9% | -53.0% | -4.4% |
| 6M | +3.6% | +22.1% | -18.5% | +2.3% |
| YTD | +8.1% | -14.6% | +22.7% | +8.6% |
| 1Y | +4.7% | -42.8% | +47.5% | +7.3% |
| All | +12.7% | -27.9% | +40.7% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling