+2.3%
IP vs EAT
+109.8%
-107.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +0.5% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +11.2% | +13.5% | -2.3% | +8.7% |
| 3M | -14.8% | +1.0% | -15.8% | -15.4% |
| 6M | +17.3% | +57.3% | -40.0% | +6.8% |
| YTD | -6.2% | +53.6% | -59.8% | -13.7% |
| 1Y | +2.3% | +110.8% | -108.5% | -7.5% |
| All | +2.3% | +109.8% | -107.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling