+5.2%
IEF vs EQX
+232.0%
-226.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.2% |
| 30D | -1.7% | +7.8% | -9.5% | -2.0% |
| 3M | -2.5% | +21.3% | -23.9% | -3.3% |
| 6M | -3.3% | -22.4% | +19.2% | -2.7% |
| YTD | -2.8% | -11.3% | +8.5% | -2.9% |
| 1Y | -2.7% | +13.5% | -16.2% | -3.8% |
| 3Y | +8.9% | +162.1% | -153.2% | +3.1% |
| 5Y | -9.4% | +84.2% | -93.6% | -14.6% |
| All | +5.2% | +232.0% | -226.9% | -5.8% |
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