+22.4%
IP vs EAT
+333.9%
-311.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.9% |
| 7D | -2.8% | -8.9% | +6.2% | -1.1% |
| 30D | +9.2% | +3.4% | +5.8% | +8.3% |
| 3M | -16.1% | -9.3% | -6.8% | -15.1% |
| 6M | +9.6% | +43.8% | -34.2% | +1.5% |
| YTD | -8.8% | +39.9% | -48.6% | -15.7% |
| 1Y | -5.5% | +89.7% | -95.2% | -17.7% |
| 3Y | +19.6% | +491.3% | -471.6% | -16.9% |
| 5Y | -13.5% | +365.4% | -378.9% | -39.7% |
| 10Y | +22.4% | +325.9% | -303.5% | -14.2% |
| All | +22.4% | +333.9% | -311.5% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling