+195.6%
EQT vs IR
+32.9%
+162.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.2% | -3.1% | +1.9% | -0.1% |
| 30D | +1.1% | -14.0% | +15.1% | +6.3% |
| 3M | +4.8% | +3.7% | +1.1% | +2.6% |
| 6M | -10.6% | -15.4% | +4.8% | -6.3% |
| YTD | +3.4% | -7.7% | +11.1% | +3.6% |
| 1Y | +8.7% | -8.8% | +17.5% | +8.9% |
| 3Y | +35.0% | +5.6% | +29.4% | +19.7% |
| All | +195.6% | +32.9% | +162.6% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling