+356.7%
EAT vs IRM
+185.3%
+171.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.5% | -3.0% |
| 7D | -3.9% | -3.8% | -0.2% | -2.7% |
| 30D | +5.0% | -3.2% | +8.2% | +6.0% |
| 3M | -9.6% | -7.8% | -1.8% | -7.3% |
| 6M | +46.8% | -12.7% | +59.5% | +53.0% |
| YTD | +41.8% | +36.7% | +5.1% | +20.4% |
| 1Y | +98.3% | +10.0% | +88.2% | +84.7% |
| 3Y | +503.1% | +107.2% | +395.8% | +278.2% |
| 5Y | +356.7% | +181.6% | +175.1% | +128.8% |
| All | +356.7% | +185.3% | +171.3% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling