+1,334.3%
EAT vs IAG
+377.5%
+956.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +1.9% | +28.9% | -27.0% | +0.1% |
| 3M | +68.7% | +19.1% | +49.5% | +66.2% |
| 6M | +66.9% | -10.3% | +77.2% | +67.0% |
| YTD | +60.4% | +24.2% | +36.2% | +56.8% |
| 1Y | +44.0% | +116.5% | -72.5% | +35.6% |
| 3Y | +604.7% | +742.8% | -138.1% | +504.2% |
| 5Y | +347.0% | +753.3% | -406.3% | +275.8% |
| 10Y | +390.8% | +403.2% | -12.4% | +310.0% |
| All | +1,334.3% | +377.5% | +956.8% | +989.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling