+205.7%
IBM vs EQX
+232.0%
-26.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.9% |
| 7D | +3.6% | -3.2% | +6.8% | +3.7% |
| 30D | +3.1% | +7.8% | -4.7% | +2.8% |
| 3M | -10.8% | +21.3% | -32.2% | -11.6% |
| 6M | -0.8% | -22.4% | +21.6% | -0.3% |
| YTD | -16.2% | -11.3% | -4.9% | -16.5% |
| 1Y | -2.9% | +13.5% | -16.4% | -4.4% |
| 3Y | +79.8% | +162.1% | -82.3% | +69.0% |
| 5Y | +124.9% | +84.2% | +40.7% | +109.0% |
| All | +205.7% | +232.0% | -26.3% | +213.2% |
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