+718.6%
EQT vs IEF
+126.7%
+591.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | -0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -2.5% |
| 30D | +1.1% | -1.5% | +2.6% | -0.5% |
| 3M | +4.8% | -1.7% | +6.5% | +3.0% |
| 6M | -10.6% | -3.5% | -7.1% | -13.8% |
| YTD | +3.4% | -2.6% | +6.1% | +0.6% |
| 1Y | +8.7% | -2.4% | +11.1% | +6.1% |
| 3Y | +35.0% | +8.9% | +26.0% | +48.8% |
| 5Y | +204.2% | -9.2% | +213.5% | +164.2% |
| 10Y | +52.5% | +3.9% | +48.6% | +62.1% |
| All | +718.6% | +126.7% | +591.9% | +1,817.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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