+310.8%
EAT vs IRM
+520.0%
-209.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -4.0% | +6.8% | -10.8% | -7.3% |
| 30D | -2.9% | +2.6% | -5.5% | -4.7% |
| 3M | -16.9% | -9.5% | -7.4% | -13.3% |
| 6M | +57.0% | -8.5% | +65.4% | +61.4% |
| YTD | +38.2% | +40.3% | -2.1% | +10.4% |
| 1Y | +69.3% | +28.7% | +40.6% | +41.2% |
| 3Y | +483.0% | +111.8% | +371.2% | +236.3% |
| 5Y | +364.1% | +189.1% | +175.0% | +112.2% |
| All | +310.8% | +520.0% | -209.2% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling