+47.1%
EQT vs IAG
+427.6%
-380.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | 0.0% | +12.1% | -12.1% | -1.1% |
| 3M | +5.9% | +25.5% | -19.6% | +3.5% |
| 6M | -14.8% | -7.1% | -7.7% | -15.0% |
| YTD | +1.8% | +22.9% | -21.1% | -1.5% |
| 1Y | +7.4% | +83.3% | -76.0% | -0.1% |
| 3Y | +33.6% | +808.5% | -774.9% | +6.2% |
| 5Y | +199.3% | +838.0% | -638.6% | +132.0% |
| All | +47.1% | +427.6% | -380.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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