+110.8%
EAT vs IFF
+44.8%
+66.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +6.8% |
| 7D | -0.1% | -3.3% | +3.2% | +0.1% |
| 30D | +13.5% | +5.3% | +8.2% | +12.1% |
| 3M | +1.0% | +8.9% | -7.9% | -0.9% |
| 6M | +57.3% | +26.3% | +30.9% | +51.1% |
| YTD | +53.6% | +32.2% | +21.4% | +45.4% |
| 1Y | +110.8% | +45.8% | +65.1% | +90.9% |
| All | +110.8% | +44.8% | +66.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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