+55.4%
IOT vs EAT
+501.1%
-445.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | -4.5% | -7.7% | +3.2% | -1.8% |
| 30D | -2.4% | -13.6% | +11.1% | +2.4% |
| 3M | +19.0% | +33.9% | -14.9% | +5.7% |
| 6M | +19.6% | +47.2% | -27.6% | +0.2% |
| YTD | +8.3% | +48.1% | -39.8% | -10.9% |
| 1Y | -0.8% | +33.7% | -34.5% | -15.9% |
| 3Y | +24.4% | +595.8% | -571.4% | -59.6% |
| All | +55.4% | +501.1% | -445.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling