+620.4%
IBKR vs EQX
+232.0%
+388.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.1% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | -0.2% | +7.8% | -8.0% | -0.7% |
| 3M | +3.0% | +21.3% | -18.4% | +1.5% |
| 6M | +33.9% | -22.4% | +56.3% | +35.0% |
| YTD | +42.5% | -11.3% | +53.8% | +42.6% |
| 1Y | +44.9% | +13.5% | +31.4% | +43.6% |
| 3Y | +293.0% | +162.1% | +130.9% | +276.3% |
| 5Y | +497.7% | +84.2% | +413.5% | +473.4% |
| All | +620.4% | +232.0% | +388.3% | +712.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling