+245.4%
EQX vs IBB
+122.1%
+123.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.3% |
| 7D | +3.8% | -1.7% | +5.4% | +4.6% |
| 30D | +9.4% | +4.9% | +4.5% | +7.1% |
| 3M | +16.8% | +24.2% | -7.4% | +5.7% |
| 6M | -23.7% | +23.8% | -47.5% | -30.6% |
| YTD | -9.6% | +23.0% | -32.6% | -17.3% |
| 1Y | +29.1% | +46.2% | -17.0% | +9.7% |
| 3Y | +175.3% | +64.8% | +110.5% | +121.2% |
| 5Y | +77.3% | +20.9% | +56.4% | +53.4% |
| All | +245.4% | +122.1% | +123.3% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IBB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling