-0.2%
EQT vs IRE
-85.3%
+85.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +0.6% |
| 7D | -1.2% | +7.9% | -9.1% | -1.1% |
| 30D | +1.1% | +9.3% | -8.2% | +1.2% |
| 3M | +4.8% | -52.3% | +57.1% | +4.8% |
| 6M | -10.6% | -38.5% | +27.9% | -11.0% |
| YTD | +3.4% | -54.8% | +58.3% | +1.2% |
| All | -0.2% | -85.3% | +85.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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