+56.5%
IOT vs EAT
+509.1%
-452.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.6% |
| 7D | +5.1% | -6.8% | +11.8% | +7.7% |
| 30D | -3.0% | -5.4% | +2.3% | -1.8% |
| 3M | +15.0% | +42.8% | -27.8% | -0.4% |
| 6M | +13.1% | +56.5% | -43.4% | -7.6% |
| YTD | +9.0% | +50.0% | -41.0% | -10.7% |
| 1Y | +0.1% | +38.3% | -38.1% | -16.4% |
| 3Y | +26.4% | +591.6% | -565.2% | -58.7% |
| All | +56.5% | +509.1% | -452.6% | -48.7% |
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