+808.3%
IWM vs EAT
+2,330.9%
-1,522.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | +1.9% | -3.1% | -2.1% |
| 3M | +1.6% | +68.7% | -67.0% | -11.9% |
| 6M | +13.6% | +66.9% | -53.3% | -2.4% |
| YTD | +20.8% | +60.4% | -39.7% | +4.5% |
| 1Y | +26.4% | +44.0% | -17.6% | +11.5% |
| 3Y | +60.7% | +604.7% | -544.0% | -11.0% |
| 5Y | +38.2% | +347.0% | -308.8% | -18.1% |
| 10Y | +169.5% | +390.8% | -221.3% | +30.6% |
| All | +808.3% | +2,330.9% | -1,522.6% | +149.7% |
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