-6.0%
EQX vs IRE
-98.1%
+92.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | +0.8% |
| 7D | -10.5% | -31.8% | +21.3% | -8.0% |
| 30D | +0.2% | -71.8% | +71.9% | +8.0% |
| 3M | -7.9% | -88.9% | +81.0% | +6.0% |
| 6M | -28.6% | -95.4% | +66.7% | -16.1% |
| YTD | -26.3% | -94.2% | +68.0% | -17.1% |
| 1Y | -20.2% | -97.1% | +76.9% | -11.2% |
| All | -6.0% | -98.1% | +92.2% | +3.7% |
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