+5,086.7%
EAT vs IRM
+9,521.2%
-4,434.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.5% | -2.9% |
| 7D | -3.9% | -3.8% | -0.2% | -2.8% |
| 30D | +5.0% | -3.2% | +8.2% | +5.9% |
| 3M | -9.6% | -7.8% | -1.8% | -7.5% |
| 6M | +46.8% | -12.7% | +59.5% | +52.5% |
| YTD | +41.8% | +36.7% | +5.1% | +23.9% |
| 1Y | +98.3% | +10.0% | +88.2% | +86.5% |
| 3Y | +503.1% | +107.2% | +395.8% | +340.2% |
| 5Y | +356.7% | +181.6% | +175.1% | +195.3% |
| 10Y | +349.8% | +481.1% | -131.4% | +126.7% |
| All | +5,086.7% | +9,521.2% | -4,434.5% | +1,410.5% |
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