+0.1%
EQT vs IRE
-82.8%
+83.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.2% | -10.3% | 0.0% |
| 7D | -0.8% | +58.9% | -59.8% | -0.5% |
| 30D | +6.6% | +17.2% | -10.5% | +6.8% |
| 3M | +4.4% | -58.6% | +63.0% | +4.5% |
| 6M | -10.5% | -23.5% | +13.0% | -10.9% |
| YTD | +3.7% | -47.4% | +51.2% | +1.6% |
| All | +0.1% | -82.8% | +83.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling