+194.1%
IBM vs EQX
+226.7%
-32.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -2.3% |
| 7D | -0.3% | -7.0% | +6.7% | 0.0% |
| 30D | -1.8% | +4.8% | -6.7% | -2.0% |
| 3M | -13.5% | +25.6% | -39.1% | -14.3% |
| 6M | -5.1% | -25.8% | +20.7% | -4.4% |
| YTD | -19.4% | -12.7% | -6.6% | -19.6% |
| 1Y | -6.5% | +14.1% | -20.6% | -8.0% |
| 3Y | +73.8% | +165.7% | -91.9% | +63.2% |
| 5Y | +116.3% | +81.2% | +35.1% | +101.2% |
| All | +194.1% | +226.7% | -32.6% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling