+372.3%
EAT vs IRM
+430.1%
-57.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | -6.2% | -1.8% | -4.4% | -5.3% |
| 30D | -3.0% | -7.8% | +4.7% | +0.9% |
| 3M | +45.6% | -7.9% | +53.5% | +50.6% |
| 6M | +53.5% | +6.3% | +47.2% | +46.2% |
| YTD | +49.6% | +38.2% | +11.4% | +22.0% |
| 1Y | +38.9% | +19.8% | +19.1% | +20.9% |
| 3Y | +589.7% | +98.8% | +490.9% | +321.7% |
| 5Y | +318.7% | +191.8% | +126.9% | +94.5% |
| All | +372.3% | +430.1% | -57.8% | +44.1% |
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