-27.9%
ILMN vs EQX
+232.0%
-260.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.4% |
| 7D | -5.4% | -3.2% | -2.2% | -5.0% |
| 30D | +7.0% | +7.8% | -0.7% | +6.1% |
| 3M | +24.2% | +21.3% | +2.9% | +21.0% |
| 6M | +69.9% | -22.4% | +92.3% | +73.6% |
| YTD | +57.4% | -11.3% | +68.7% | +57.2% |
| 1Y | +107.9% | +13.5% | +94.4% | +100.4% |
| 3Y | +37.1% | +162.1% | -125.0% | +13.9% |
| 5Y | -53.7% | +84.2% | -137.9% | -62.2% |
| All | -27.9% | +232.0% | -260.0% | -33.1% |
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 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