+195.6%
EQT vs IAG
+813.2%
-617.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | -1.2% | -4.1% | +2.9% | -0.7% |
| 30D | +1.1% | +10.6% | -9.5% | -0.5% |
| 3M | +4.8% | +35.4% | -30.6% | -0.1% |
| 6M | -10.6% | -9.5% | -1.0% | -10.5% |
| YTD | +3.4% | +21.8% | -18.4% | -2.0% |
| 1Y | +8.7% | +84.1% | -75.5% | -4.0% |
| 3Y | +35.0% | +817.4% | -782.4% | -12.5% |
| All | +195.6% | +813.2% | -617.6% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling