+72.2%
EQX vs IVZ
+61.1%
+11.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | +7.8% | +3.0% | +4.7% | +6.6% |
| 3M | +21.3% | +14.9% | +6.5% | +15.6% |
| 6M | -22.4% | +36.7% | -59.2% | -29.9% |
| YTD | -11.3% | +25.7% | -37.0% | -18.5% |
| 1Y | +13.5% | +47.7% | -34.2% | -1.0% |
| 3Y | +162.1% | +138.8% | +23.3% | +85.6% |
| All | +72.2% | +61.1% | +11.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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