+1,297.0%
EQT vs IBN
+1,454.8%
-157.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.2% | -5.5% | +4.3% | 0.0% |
| 30D | +1.1% | -3.4% | +4.5% | +1.8% |
| 3M | +4.8% | +8.7% | -3.9% | +2.9% |
| 6M | -10.6% | +3.7% | -14.3% | -11.6% |
| YTD | +3.4% | -2.4% | +5.8% | +3.3% |
| 1Y | +8.7% | -8.1% | +16.8% | +9.7% |
| 3Y | +35.0% | +26.3% | +8.6% | +26.5% |
| 5Y | +204.2% | +54.9% | +149.3% | +172.3% |
| 10Y | +52.5% | +311.8% | -259.3% | +6.0% |
| All | +1,297.0% | +1,454.8% | -157.7% | +626.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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