+12.9%
IYR vs ETHA
-30.1%
+43.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -0.9% | +2.9% | -3.8% | -1.1% |
| 30D | -2.4% | +31.4% | -33.8% | -3.8% |
| 3M | -2.0% | +48.9% | -50.9% | -4.2% |
| 6M | +2.5% | +20.9% | -18.4% | +1.2% |
| YTD | +8.3% | -17.2% | +25.5% | +8.9% |
| 1Y | +6.5% | -42.8% | +49.2% | +9.1% |
| All | +12.9% | -30.1% | +43.0% | +12.3% |
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