+245.4%
EQX vs IWD
+172.4%
+73.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +3.8% | -0.2% | +3.9% | +3.9% |
| 30D | +9.4% | -0.8% | +10.2% | +9.9% |
| 3M | +16.8% | +8.0% | +8.8% | +12.0% |
| 6M | -23.7% | +18.2% | -41.9% | -30.0% |
| YTD | -9.6% | +22.3% | -31.9% | -18.5% |
| 1Y | +29.1% | +28.9% | +0.2% | +13.3% |
| 3Y | +175.3% | +71.5% | +103.8% | +108.5% |
| 5Y | +77.3% | +73.6% | +3.7% | +33.2% |
| All | +245.4% | +172.4% | +73.0% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling