+238.8%
EQX vs ITOT
+234.4%
+4.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -3.2% | -0.9% | -2.3% | -2.6% |
| 30D | +7.8% | -1.5% | +9.2% | +8.8% |
| 3M | +21.3% | +3.6% | +17.8% | +19.1% |
| 6M | -22.4% | +13.7% | -36.1% | -27.4% |
| YTD | -11.3% | +12.9% | -24.2% | -16.6% |
| 1Y | +13.5% | +17.2% | -3.7% | +4.6% |
| 3Y | +162.1% | +75.6% | +86.5% | +93.4% |
| 5Y | +84.2% | +75.5% | +8.7% | +32.7% |
| All | +238.8% | +234.4% | +4.4% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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