+2,298.0%
EQT vs IRM
+9,623.5%
-7,325.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +1.1% | -7.8% | +8.8% | +3.3% |
| 3M | +4.8% | -7.9% | +12.6% | +6.8% |
| 6M | -10.6% | +6.3% | -16.9% | -13.1% |
| YTD | +3.4% | +38.2% | -34.7% | -7.3% |
| 1Y | +8.7% | +19.8% | -11.2% | +1.2% |
| 3Y | +35.0% | +98.8% | -63.8% | +6.4% |
| 5Y | +204.2% | +191.8% | +12.5% | +113.6% |
| 10Y | +52.5% | +428.8% | -376.3% | -11.9% |
| All | +2,298.0% | +9,623.5% | -7,325.5% | +859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling