+1,115.8%
EAT vs IAG
+331.8%
+784.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.5% | -3.7% |
| 7D | -5.9% | +16.8% | -22.8% | -6.9% |
| 30D | +0.7% | -1.5% | +2.1% | +0.7% |
| 3M | -14.2% | +0.5% | -14.7% | -14.4% |
| 6M | +40.7% | -1.0% | +41.7% | +40.0% |
| YTD | +36.0% | +12.3% | +23.7% | +33.6% |
| 1Y | +83.1% | +39.2% | +43.8% | +77.4% |
| 3Y | +474.8% | +712.3% | -237.5% | +394.2% |
| 5Y | +347.6% | +484.2% | -136.6% | +282.8% |
| 10Y | +321.5% | +382.3% | -60.8% | +254.0% |
| All | +1,115.8% | +331.8% | +784.0% | +828.0% |
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