+238.8%
EQX vs IFF
-23.8%
+262.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | -3.2% | -3.2% | 0.0% | -2.3% |
| 30D | +7.8% | -0.3% | +8.0% | +7.9% |
| 3M | +21.3% | +8.4% | +12.9% | +18.4% |
| 6M | -22.4% | +23.0% | -45.5% | -27.1% |
| YTD | -11.3% | +25.5% | -36.8% | -17.2% |
| 1Y | +13.5% | +29.1% | -15.6% | +4.9% |
| 3Y | +162.1% | +31.7% | +130.5% | +140.6% |
| 5Y | +84.2% | -35.2% | +119.4% | +93.8% |
| All | +238.8% | -23.8% | +262.6% | +318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling