+741.9%
IWM vs EAT
+2,081.2%
-1,339.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.7% |
| 7D | -2.0% | -2.6% | +0.6% | -1.4% |
| 30D | -1.5% | +11.5% | -12.9% | -4.5% |
| 3M | -8.0% | -9.1% | +1.1% | -6.7% |
| 6M | -4.1% | +40.4% | -44.5% | -13.7% |
| YTD | +11.9% | +43.9% | -32.0% | -1.1% |
| 1Y | +15.0% | +101.9% | -86.9% | -7.5% |
| 3Y | +64.2% | +489.9% | -425.7% | -5.1% |
| 5Y | +20.4% | +362.6% | -342.2% | -29.5% |
| 10Y | +168.0% | +385.7% | -217.7% | +29.1% |
| All | +741.9% | +2,081.2% | -1,339.2% | +136.4% |
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