-2.0%
IEF vs EQX
+7.1%
-9.0%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | +0.3% |
| 7D | +0.9% | +7.6% | -6.7% | +0.7% |
| 30D | +3.1% | +0.4% | +2.6% | +3.0% |
| 3M | -1.4% | +18.0% | -19.3% | -1.7% |
| 6M | -1.6% | -18.4% | +16.8% | -1.3% |
| YTD | -2.1% | -19.3% | +17.2% | -1.9% |
| 1Y | -2.0% | +9.2% | -11.2% | -1.9% |
| All | -2.0% | +7.1% | -9.0% | -1.9% |
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 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