+195.3%
EQT vs IP
-21.5%
+216.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | +0.1% |
| 7D | -2.0% | -4.6% | +2.6% | -1.2% |
| 30D | +1.0% | -15.3% | +16.3% | +4.1% |
| 3M | +4.0% | +2.7% | +1.3% | +2.6% |
| 6M | -11.7% | -7.4% | -4.3% | -11.4% |
| YTD | +2.8% | -8.8% | +11.6% | +2.9% |
| 1Y | +10.0% | -22.4% | +32.4% | +14.6% |
| 3Y | +34.1% | +14.2% | +19.9% | +10.0% |
| 5Y | +195.3% | -21.8% | +217.1% | +219.5% |
| All | +195.3% | -21.5% | +216.8% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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