+110.8%
EAT vs IBN
+4.2%
+106.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.5% | +4.3% |
| 7D | -0.1% | +8.9% | -9.1% | -4.5% |
| 30D | +13.5% | +12.6% | +0.9% | +6.5% |
| 3M | +1.0% | +3.1% | -2.1% | -0.2% |
| 6M | +57.3% | +20.6% | +36.7% | +41.5% |
| YTD | +53.6% | +5.8% | +47.8% | +44.6% |
| 1Y | +110.8% | +3.7% | +107.2% | +97.6% |
| All | +110.8% | +4.2% | +106.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling