+576.6%
EQT vs IAG
+368.4%
+208.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +4.8% | +35.4% | -30.6% | +0.3% |
| 6M | -10.6% | -9.5% | -1.0% | -10.7% |
| YTD | +3.4% | +21.8% | -18.4% | -1.2% |
| 1Y | +8.7% | +84.1% | -75.5% | -1.9% |
| 3Y | +35.0% | +817.4% | -782.4% | -3.6% |
| 5Y | +204.2% | +830.1% | -625.8% | +108.8% |
| 10Y | +52.5% | +413.8% | -361.3% | +1.2% |
| All | +576.6% | +368.4% | +208.2% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling