+44.0%
EAT vs IRM
+34.4%
+9.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +1.9% | -8.1% | +10.0% | +2.6% |
| 3M | +68.7% | -9.7% | +78.3% | +69.7% |
| 6M | +66.9% | +10.0% | +56.9% | +65.1% |
| YTD | +60.4% | +43.0% | +17.4% | +60.3% |
| 1Y | +44.0% | +32.7% | +11.3% | +35.3% |
| All | +44.0% | +34.4% | +9.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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