+151.4%
IJH vs EQX
+232.0%
-80.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -1.9% | -3.2% | +1.3% | -1.6% |
| 30D | -4.6% | +7.8% | -12.4% | -5.3% |
| 3M | -1.2% | +21.3% | -22.5% | -3.1% |
| 6M | +9.4% | -22.4% | +31.8% | +10.9% |
| YTD | +13.3% | -11.3% | +24.6% | +13.2% |
| 1Y | +13.4% | +13.5% | -0.1% | +10.6% |
| 3Y | +50.4% | +162.1% | -111.7% | +33.5% |
| 5Y | +49.0% | +84.2% | -35.2% | +31.2% |
| All | +151.4% | +232.0% | -80.6% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling