+72.2%
EQX vs IWD
+74.6%
-2.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | -3.2% | -0.8% | -2.4% | -2.4% |
| 30D | +7.8% | -0.8% | +8.6% | +8.9% |
| 3M | +21.3% | +6.9% | +14.4% | +13.2% |
| 6M | -22.4% | +18.3% | -40.7% | -34.3% |
| YTD | -11.3% | +22.4% | -33.7% | -27.2% |
| 1Y | +13.5% | +27.4% | -13.9% | -10.4% |
| 3Y | +162.1% | +71.2% | +91.0% | +47.5% |
| All | +72.2% | +74.6% | -2.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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