+195.1%
IGV vs EQX
+226.7%
-31.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.4% | -0.1% |
| 7D | -5.4% | -7.0% | +1.6% | -4.7% |
| 30D | -2.6% | +4.8% | -7.5% | -3.2% |
| 3M | +10.5% | +25.6% | -15.1% | +7.6% |
| 6M | +18.2% | -25.8% | +44.0% | +20.6% |
| YTD | -4.2% | -12.7% | +8.5% | -4.3% |
| 1Y | -9.8% | +14.1% | -23.9% | -12.5% |
| 3Y | +39.1% | +165.7% | -126.6% | +20.8% |
| 5Y | +21.2% | +81.2% | -60.0% | +4.9% |
| All | +195.1% | +226.7% | -31.6% | +202.2% |
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