+6.9%
EQX vs IFF
+40.8%
-33.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +10.8% | -4.9% | +15.7% | +12.3% |
| 30D | -0.9% | +2.9% | -3.8% | -3.2% |
| 3M | +9.5% | -1.5% | +11.0% | +8.8% |
| 6M | -16.8% | +23.3% | -40.0% | -25.6% |
| YTD | -19.3% | +30.2% | -49.5% | -26.5% |
| 1Y | +6.9% | +37.9% | -31.1% | -1.5% |
| All | +6.9% | +40.8% | -33.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling