+49.5%
EQT vs IRM
+430.1%
-380.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | +1.1% | -7.8% | +8.8% | +4.2% |
| 3M | +4.8% | -7.9% | +12.6% | +7.5% |
| 6M | -10.6% | +6.3% | -16.9% | -14.5% |
| YTD | +3.4% | +38.2% | -34.7% | -12.2% |
| 1Y | +8.7% | +19.8% | -11.2% | -2.4% |
| 3Y | +35.0% | +98.8% | -63.8% | -7.9% |
| 5Y | +204.2% | +191.8% | +12.5% | +70.8% |
| All | +49.5% | +430.1% | -380.5% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling