+3,033.3%
EQT vs IFF
+830.6%
+2,202.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.3% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | +4.8% | +13.8% | -9.0% | +0.1% |
| 6M | -10.6% | +16.7% | -27.3% | -16.4% |
| YTD | +3.4% | +26.1% | -22.7% | -6.1% |
| 1Y | +8.7% | +33.5% | -24.8% | -3.4% |
| 3Y | +35.0% | +31.6% | +3.4% | +16.3% |
| 5Y | +204.2% | -34.9% | +239.1% | +221.6% |
| 10Y | +52.5% | -20.3% | +72.8% | +43.0% |
| All | +3,033.3% | +830.6% | +2,202.8% | +1,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling