+238.8%
EQX vs IT
+42.6%
+196.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.6% | +1.1% |
| 7D | -3.2% | -3.7% | +0.5% | -2.9% |
| 30D | +7.8% | +0.1% | +7.7% | +7.8% |
| 3M | +21.3% | +20.7% | +0.7% | +18.6% |
| 6M | -22.4% | +12.0% | -34.4% | -23.9% |
| YTD | -11.3% | -28.8% | +17.5% | -7.9% |
| 1Y | +13.5% | -25.5% | +39.0% | +16.3% |
| 3Y | +162.1% | -48.8% | +210.9% | +184.1% |
| 5Y | +84.2% | -42.7% | +126.9% | +93.0% |
| All | +238.8% | +42.6% | +196.2% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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