+38.3%
EAT vs IRM
+29.2%
+9.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | -6.8% | +3.0% | -9.8% | -7.0% |
| 30D | -5.4% | -5.2% | -0.2% | -4.9% |
| 3M | +42.8% | -8.0% | +50.8% | +43.5% |
| 6M | +56.5% | +9.2% | +47.3% | +55.0% |
| YTD | +50.0% | +41.0% | +9.0% | +49.6% |
| 1Y | +38.3% | +23.3% | +15.0% | +31.8% |
| All | +38.3% | +29.2% | +9.1% | +31.8% |
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