+130.2%
ICE vs EQX
+232.0%
-101.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | +4.0% | +7.8% | -3.8% | +3.4% |
| 3M | +13.7% | +21.3% | -7.7% | +11.8% |
| 6M | +0.9% | -22.4% | +23.4% | +2.2% |
| YTD | -2.1% | -11.3% | +9.2% | -2.4% |
| 1Y | -9.5% | +13.5% | -23.0% | -11.8% |
| 3Y | +42.1% | +162.1% | -120.1% | +26.2% |
| 5Y | +41.4% | +84.2% | -42.8% | +25.7% |
| All | +130.2% | +232.0% | -101.9% | +121.9% |
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 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