+195.6%
EQT vs IFF
-35.5%
+231.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -1.2% | -2.8% | +1.6% | -0.9% |
| 30D | +1.1% | -1.1% | +2.2% | +1.2% |
| 3M | +4.8% | +13.8% | -9.0% | +3.1% |
| 6M | -10.6% | +16.7% | -27.3% | -12.6% |
| YTD | +3.4% | +26.1% | -22.7% | -0.2% |
| 1Y | +8.7% | +33.5% | -24.8% | +3.8% |
| 3Y | +35.0% | +31.6% | +3.4% | +24.5% |
| All | +195.6% | -35.5% | +231.0% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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