+1,055.9%
IJH vs EAT
+2,173.4%
-1,117.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.3% |
| 7D | -0.7% | -6.8% | +6.1% | +0.9% |
| 30D | -3.8% | -5.4% | +1.5% | -2.9% |
| 3M | 0.0% | +42.8% | -42.7% | -8.8% |
| 6M | +8.8% | +56.5% | -47.8% | -4.1% |
| YTD | +13.5% | +50.0% | -36.5% | +0.8% |
| 1Y | +15.4% | +38.3% | -22.9% | +3.6% |
| 3Y | +50.9% | +591.6% | -540.7% | -12.7% |
| 5Y | +47.8% | +312.6% | -264.8% | -7.7% |
| 10Y | +183.1% | +381.4% | -198.4% | +43.2% |
| All | +1,055.9% | +2,173.4% | -1,117.6% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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