-2.8%
IP vs EAT
+88.8%
-91.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | 0.0% | -5.9% | +5.9% | +1.0% |
| 30D | +9.4% | +0.7% | +8.7% | +9.1% |
| 3M | -14.1% | -14.2% | +0.2% | -12.3% |
| 6M | +9.2% | +40.7% | -31.5% | +1.1% |
| YTD | -7.5% | +36.0% | -43.5% | -13.5% |
| 1Y | -2.8% | +83.1% | -85.8% | -12.2% |
| All | -2.8% | +88.8% | -91.6% | -12.2% |
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 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