-2.9%
IBM vs EQX
+17.2%
-20.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.9% |
| 7D | +3.6% | -3.2% | +6.8% | +3.6% |
| 30D | +3.1% | +7.8% | -4.7% | +3.1% |
| 3M | -10.8% | +21.3% | -32.2% | -10.6% |
| 6M | -0.8% | -22.4% | +21.6% | -2.5% |
| YTD | -16.2% | -11.3% | -4.9% | -17.7% |
| 1Y | -2.9% | +13.5% | -16.4% | -5.6% |
| All | -2.9% | +17.2% | -20.1% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling