+1,687.9%
EQT vs IT
+5,579.9%
-3,892.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.2% | -12.7% | +11.5% | +0.8% |
| 30D | +1.1% | -8.9% | +10.0% | +2.3% |
| 3M | +4.8% | +10.1% | -5.3% | +2.2% |
| 6M | -10.6% | +7.3% | -17.8% | -12.9% |
| YTD | +3.4% | -32.4% | +35.8% | +7.4% |
| 1Y | +8.7% | -26.6% | +35.3% | +11.1% |
| 3Y | +35.0% | -51.8% | +86.8% | +45.1% |
| 5Y | +204.2% | -45.6% | +249.9% | +218.4% |
| 10Y | +52.5% | +92.4% | -39.9% | +28.5% |
| All | +1,687.9% | +5,579.9% | -3,892.0% | +984.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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