+11.3%
EQX vs IRE
-85.3%
+96.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.8% | +2.8% | -4.4% |
| 7D | -7.0% | +7.9% | -15.0% | -7.8% |
| 30D | +4.8% | +9.3% | -4.4% | +3.1% |
| 3M | +25.6% | -52.3% | +78.0% | +27.8% |
| 6M | -25.8% | -38.5% | +12.6% | -28.9% |
| YTD | -12.7% | -54.8% | +42.1% | -14.5% |
| All | +11.3% | -85.3% | +96.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling