+367.4%
EAT vs IFF
-20.3%
+387.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -7.7% | -3.2% | -4.5% | -6.1% |
| 30D | -13.6% | -0.3% | -13.3% | -13.5% |
| 3M | +33.9% | +8.4% | +25.4% | +27.4% |
| 6M | +47.2% | +23.0% | +24.2% | +28.7% |
| YTD | +48.1% | +25.5% | +22.6% | +26.6% |
| 1Y | +33.7% | +29.1% | +4.6% | +12.1% |
| 3Y | +595.8% | +31.7% | +564.1% | +449.4% |
| 5Y | +314.4% | -35.2% | +349.6% | +390.4% |
| All | +367.4% | -20.3% | +387.7% | +392.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling