+144.3%
IWM vs EAT
+319.3%
-174.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.3% |
| 7D | +2.8% | -7.1% | +9.8% | +4.4% |
| 30D | +0.6% | -2.3% | +3.0% | +0.8% |
| 3M | -7.8% | -19.6% | +11.9% | -3.8% |
| 6M | -1.0% | +46.0% | -47.0% | -10.6% |
| YTD | +13.9% | +37.7% | -23.8% | +3.1% |
| 1Y | +15.4% | +73.8% | -58.3% | -1.4% |
| 3Y | +70.2% | +482.1% | -411.8% | +4.5% |
| 5Y | +23.7% | +362.5% | -338.8% | -23.4% |
| All | +144.3% | +319.3% | -174.9% | +38.3% |
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