-12.4%
IP vs EAT
+361.6%
-374.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | -5.1% | -2.6% | -2.4% | -4.6% |
| 30D | +8.5% | +11.5% | -3.0% | +6.0% |
| 3M | -13.8% | -9.1% | -4.7% | -12.7% |
| 6M | +5.7% | +40.4% | -34.7% | -2.5% |
| YTD | -9.1% | +43.9% | -53.1% | -17.3% |
| 1Y | -0.8% | +101.9% | -102.8% | -16.1% |
| 3Y | +14.8% | +489.9% | -475.1% | -23.2% |
| All | -12.4% | +361.6% | -374.0% | -42.8% |
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