+33.6%
EQT vs IR
+4.8%
+28.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.0% | -4.5% | +2.5% | -1.1% |
| 30D | 0.0% | -13.9% | +14.0% | +3.1% |
| 3M | +5.9% | -0.3% | +6.3% | +5.6% |
| 6M | -14.8% | -14.3% | -0.5% | -12.3% |
| YTD | +1.8% | -7.9% | +9.6% | +1.8% |
| 1Y | +7.4% | -9.9% | +17.2% | +7.9% |
| 3Y | +33.6% | +6.5% | +27.1% | +23.1% |
| All | +33.6% | +4.8% | +28.9% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling