+5,766.8%
EAT vs IRM
+9,964.6%
-4,197.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +1.9% | -8.1% | +10.0% | +4.9% |
| 3M | +68.7% | -9.7% | +78.3% | +73.9% |
| 6M | +66.9% | +10.0% | +56.9% | +59.8% |
| YTD | +60.4% | +43.0% | +17.4% | +38.5% |
| 1Y | +44.0% | +32.7% | +11.3% | +26.6% |
| 3Y | +604.7% | +102.7% | +502.0% | +421.4% |
| 5Y | +347.0% | +187.6% | +159.5% | +187.8% |
| 10Y | +390.8% | +420.1% | -29.3% | +155.7% |
| All | +5,766.8% | +9,964.6% | -4,197.8% | +1,589.2% |
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