+4,873.1%
EAT vs IRM
+9,515.1%
-4,642.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | -5.9% | -5.1% | -0.8% | -4.3% |
| 30D | +0.7% | -3.3% | +3.9% | +1.6% |
| 3M | -14.2% | -8.2% | -6.1% | -12.1% |
| 6M | +40.7% | -12.8% | +53.5% | +46.2% |
| YTD | +36.0% | +36.6% | -0.6% | +18.8% |
| 1Y | +83.1% | +11.9% | +71.2% | +71.1% |
| 3Y | +474.8% | +105.1% | +369.7% | +321.2% |
| 5Y | +347.6% | +182.4% | +165.2% | +189.1% |
| 10Y | +321.5% | +505.1% | -183.6% | +110.0% |
| All | +4,873.1% | +9,515.1% | -4,642.0% | +1,348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling