+24.6%
IOT vs EAT
+585.9%
-561.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -0.8% | -6.2% | +5.4% | +0.5% |
| 30D | -4.7% | -3.0% | -1.6% | -4.5% |
| 3M | +17.8% | +45.6% | -27.9% | +7.8% |
| 6M | +16.8% | +53.5% | -36.7% | +4.3% |
| YTD | +8.4% | +49.6% | -41.2% | -3.5% |
| 1Y | -0.8% | +38.9% | -39.7% | -10.3% |
| All | +24.6% | +585.9% | -561.3% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling