+69.3%
EAT vs IRM
+20.8%
+48.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -4.0% | +6.8% | -10.8% | -4.9% |
| 30D | -2.9% | +2.6% | -5.5% | -3.1% |
| 3M | -16.9% | -9.5% | -7.4% | -15.8% |
| 6M | +57.0% | -8.5% | +65.4% | +57.9% |
| YTD | +38.2% | +40.3% | -2.1% | +36.7% |
| 1Y | +69.3% | +28.7% | +40.6% | +68.4% |
| All | +69.3% | +20.8% | +48.5% | +68.4% |
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