+319.9%
IP vs EAT
+10,748.9%
-10,429.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.4% | -3.2% |
| 7D | -5.0% | -3.3% | -1.7% | -4.3% |
| 30D | +6.5% | +11.7% | -5.1% | +3.7% |
| 3M | -18.0% | -5.9% | -12.1% | -17.5% |
| 6M | +10.3% | +46.7% | -36.4% | 0.0% |
| YTD | -9.9% | +48.2% | -58.1% | -19.2% |
| 1Y | -1.1% | +105.4% | -106.5% | -18.0% |
| 3Y | +13.0% | +502.8% | -489.8% | -29.2% |
| 5Y | -12.3% | +376.3% | -388.5% | -44.8% |
| 10Y | +26.8% | +400.0% | -373.2% | -33.3% |
| All | +319.9% | +10,748.9% | -10,429.0% | -13.1% |
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