+195.6%
EQT vs IRM
+191.5%
+4.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | +1.1% | -7.8% | +8.8% | +3.9% |
| 3M | +4.8% | -7.9% | +12.6% | +7.2% |
| 6M | -10.6% | +6.3% | -16.9% | -14.3% |
| YTD | +3.4% | +38.2% | -34.7% | -11.9% |
| 1Y | +8.7% | +19.8% | -11.2% | -2.1% |
| 3Y | +35.0% | +98.8% | -63.8% | -11.3% |
| All | +195.6% | +191.5% | +4.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling