+13.3%
IWM vs EAT
+99.8%
-86.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | -2.0% | -2.6% | +0.6% | -1.8% |
| 30D | -1.5% | +11.5% | -12.9% | -2.6% |
| 3M | -8.0% | -9.1% | +1.1% | -7.4% |
| 6M | -4.1% | +40.4% | -44.5% | -8.6% |
| YTD | +11.9% | +43.9% | -32.0% | +6.7% |
| All | +13.3% | +99.8% | -86.5% | +7.1% |
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 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