+38.4%
IGV vs EQX
+168.9%
-130.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.6% |
| 30D | -1.5% | +7.8% | -9.3% | -2.3% |
| 3M | +11.7% | +21.3% | -9.7% | +9.4% |
| 6M | +18.4% | -22.4% | +40.8% | +19.8% |
| YTD | -3.9% | -11.3% | +7.4% | -4.2% |
| 1Y | -9.7% | +13.5% | -23.2% | -11.8% |
| 3Y | +38.4% | +162.1% | -123.7% | +27.1% |
| All | +38.4% | +168.9% | -130.5% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling