+250.0%
EQX vs IBB
+127.0%
+123.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -1.4% | +1.4% | -2.8% | -2.1% |
| 30D | +24.4% | +10.5% | +13.9% | +18.8% |
| 3M | +11.6% | +23.6% | -12.0% | +1.2% |
| 6M | -25.0% | +22.6% | -47.6% | -31.5% |
| YTD | -8.4% | +25.7% | -34.1% | -17.1% |
| 1Y | +43.4% | +51.4% | -8.0% | +20.0% |
| 3Y | +162.0% | +64.4% | +97.6% | +110.4% |
| 5Y | +70.1% | +22.1% | +48.0% | +46.1% |
| All | +250.0% | +127.0% | +123.0% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling