+43.4%
EQX vs IAG
+119.5%
-76.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | +24.4% | +28.9% | -4.5% | +0.5% |
| 3M | +11.6% | +19.1% | -7.5% | -4.1% |
| 6M | -25.0% | -10.3% | -14.7% | -19.0% |
| YTD | -8.4% | +24.2% | -32.6% | -22.6% |
| 1Y | +43.4% | +116.5% | -73.1% | -24.4% |
| All | +43.4% | +119.5% | -76.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling