+2,847.6%
EAT vs IBN
+1,532.9%
+1,314.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | +68.7% | +17.1% | +51.6% | +62.5% |
| 6M | +66.9% | +3.4% | +63.5% | +65.6% |
| YTD | +60.4% | +2.5% | +57.9% | +59.4% |
| 1Y | +44.0% | -4.2% | +48.2% | +45.2% |
| 3Y | +604.7% | +32.4% | +572.3% | +557.0% |
| 5Y | +347.0% | +59.2% | +287.8% | +301.4% |
| 10Y | +390.8% | +345.7% | +45.1% | +250.3% |
| All | +2,847.6% | +1,532.9% | +1,314.7% | +1,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling