+381.4%
EAT vs IAG
+401.0%
-19.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.4% |
| 7D | -6.8% | +1.7% | -8.5% | -7.0% |
| 30D | -5.4% | +11.4% | -16.8% | -6.5% |
| 3M | +42.8% | +33.0% | +9.7% | +38.2% |
| 6M | +56.5% | -6.0% | +62.5% | +56.0% |
| YTD | +50.0% | +24.6% | +25.5% | +44.8% |
| 1Y | +38.3% | +105.0% | -66.7% | +26.7% |
| 3Y | +591.6% | +837.9% | -246.3% | +441.2% |
| 5Y | +312.6% | +817.0% | -504.3% | +213.1% |
| 10Y | +381.4% | +425.3% | -43.9% | +271.5% |
| All | +381.4% | +401.0% | -19.5% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling