+251.1%
EQX vs IRM
+430.1%
-179.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.7% | +3.0% | -1.3% | +0.9% |
| 30D | +11.1% | -5.2% | +16.3% | +12.5% |
| 3M | +23.1% | -8.0% | +31.1% | +25.5% |
| 6M | -21.8% | +9.2% | -31.0% | -23.7% |
| YTD | -8.1% | +41.0% | -49.1% | -16.1% |
| 1Y | +29.7% | +23.3% | +6.4% | +22.1% |
| 3Y | +179.9% | +102.8% | +77.1% | +127.5% |
| 5Y | +82.5% | +192.8% | -110.3% | +37.3% |
| All | +251.1% | +430.1% | -179.0% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling