+325.9%
EAT vs IRM
+514.0%
-188.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | -8.9% | -5.3% | -3.7% | -6.7% |
| 30D | +3.4% | -2.3% | +5.7% | +4.1% |
| 3M | -9.3% | -7.4% | -1.9% | -6.5% |
| 6M | +43.8% | -12.2% | +56.0% | +51.3% |
| YTD | +39.9% | +38.6% | +1.2% | +12.4% |
| 1Y | +89.7% | +14.9% | +74.8% | +68.0% |
| 3Y | +491.3% | +108.2% | +383.1% | +244.4% |
| 5Y | +365.4% | +183.8% | +181.6% | +115.1% |
| 10Y | +325.9% | +512.6% | -186.7% | +20.3% |
| All | +325.9% | +514.0% | -188.1% | +20.3% |
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 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