+603.0%
EAT vs IFF
+29.7%
+573.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -6.2% | -2.8% | -3.4% | -5.4% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +45.6% | +13.8% | +31.8% | +39.9% |
| 6M | +53.5% | +16.7% | +36.9% | +45.3% |
| YTD | +49.6% | +26.1% | +23.5% | +36.7% |
| 1Y | +38.9% | +33.5% | +5.4% | +24.2% |
| All | +603.0% | +29.7% | +573.3% | +454.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling