+233.4%
EQX vs IVZ
+178.6%
+54.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -5.0% |
| 7D | -7.0% | -2.4% | -4.6% | -6.6% |
| 30D | +4.8% | +2.5% | +2.3% | +4.4% |
| 3M | +25.6% | +17.1% | +8.6% | +22.4% |
| 6M | -25.8% | +35.1% | -61.0% | -29.2% |
| YTD | -12.7% | +24.3% | -37.1% | -16.0% |
| 1Y | +14.1% | +48.7% | -34.6% | +6.9% |
| 3Y | +165.7% | +135.6% | +30.1% | +129.7% |
| 5Y | +81.2% | +60.3% | +20.9% | +58.0% |
| All | +233.4% | +178.6% | +54.8% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling