+94.4%
EQT vs IR
+271.9%
-177.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | +4.8% | +3.7% | +1.1% | +2.6% |
| 6M | -10.6% | -15.4% | +4.8% | -6.4% |
| YTD | +3.4% | -7.7% | +11.1% | +3.9% |
| 1Y | +8.7% | -8.8% | +17.5% | +9.3% |
| 3Y | +35.0% | +5.6% | +29.4% | +24.2% |
| 5Y | +204.2% | +34.3% | +169.9% | +149.3% |
| All | +94.4% | +271.9% | -177.5% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling