+238.8%
EQX vs IAG
+450.5%
-211.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -3.2% | -1.1% | -2.1% | -2.5% |
| 30D | +7.8% | +12.1% | -4.4% | +0.6% |
| 3M | +21.3% | +25.5% | -4.2% | +5.5% |
| 6M | -22.4% | -7.1% | -15.3% | -18.5% |
| YTD | -11.3% | +22.9% | -34.2% | -21.0% |
| 1Y | +13.5% | +83.3% | -69.8% | -20.7% |
| 3Y | +162.1% | +808.5% | -646.4% | -33.8% |
| 5Y | +84.2% | +838.0% | -753.8% | -55.5% |
| All | +238.8% | +450.5% | -211.7% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling