+1,135.6%
EAT vs IAG
+303.8%
+831.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -4.0% | -7.7% | +3.7% | -3.5% |
| 30D | -2.9% | +1.6% | -4.5% | -3.1% |
| 3M | -16.9% | -2.4% | -14.5% | -16.9% |
| 6M | +57.0% | -7.8% | +64.8% | +56.9% |
| YTD | +38.2% | +5.0% | +33.2% | +36.4% |
| 1Y | +69.3% | +25.7% | +43.6% | +65.1% |
| 3Y | +483.0% | +694.5% | -211.5% | +402.2% |
| 5Y | +364.1% | +421.7% | -57.5% | +299.4% |
| 10Y | +320.8% | +382.5% | -61.7% | +254.1% |
| All | +1,135.6% | +303.8% | +831.8% | +847.2% |
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