+238.8%
EQX vs IBB
+117.4%
+121.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.2% | -4.2% | +1.0% | -1.1% |
| 30D | +7.8% | +1.1% | +6.7% | +7.4% |
| 3M | +21.3% | +19.0% | +2.3% | +12.0% |
| 6M | -22.4% | +18.9% | -41.3% | -28.0% |
| YTD | -11.3% | +20.3% | -31.7% | -18.0% |
| 1Y | +13.5% | +41.5% | -28.0% | -2.0% |
| 3Y | +162.1% | +60.3% | +101.9% | +113.4% |
| 5Y | +84.2% | +18.7% | +65.5% | +61.0% |
| All | +238.8% | +117.4% | +121.4% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling