+238.8%
EQX vs IRM
+429.9%
-191.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | -3.2% | -1.4% | -1.8% | -2.8% |
| 30D | +7.8% | -7.4% | +15.1% | +9.8% |
| 3M | +21.3% | -7.4% | +28.7% | +23.5% |
| 6M | -22.4% | +8.7% | -31.1% | -24.2% |
| YTD | -11.3% | +40.9% | -52.3% | -19.0% |
| 1Y | +13.5% | +20.5% | -7.0% | +7.5% |
| 3Y | +162.1% | +101.7% | +60.4% | +113.4% |
| 5Y | +84.2% | +197.7% | -113.5% | +38.4% |
| All | +238.8% | +429.9% | -191.1% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling