+233.4%
EQX vs IAG
+445.9%
-212.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.9% | -3.7% |
| 7D | -7.0% | -4.1% | -3.0% | -4.5% |
| 30D | +4.8% | +10.6% | -5.8% | -1.3% |
| 3M | +25.6% | +35.4% | -9.7% | +4.1% |
| 6M | -25.8% | -9.5% | -16.3% | -20.8% |
| YTD | -12.7% | +21.8% | -34.6% | -21.9% |
| 1Y | +14.1% | +84.1% | -70.1% | -20.5% |
| 3Y | +165.7% | +817.4% | -651.6% | -33.3% |
| 5Y | +81.2% | +830.1% | -748.9% | -56.0% |
| All | +233.4% | +445.9% | -212.6% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling