+154.1%
INTC vs EQX
+232.0%
-78.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | +7.5% | -3.2% | +10.7% | +7.9% |
| 30D | +2.0% | +7.8% | -5.8% | +0.7% |
| 3M | -12.0% | +21.3% | -33.3% | -14.7% |
| 6M | +114.5% | -22.4% | +137.0% | +118.9% |
| YTD | +179.0% | -11.3% | +190.3% | +178.3% |
| 1Y | +318.3% | +13.5% | +304.8% | +303.0% |
| 3Y | +171.2% | +162.1% | +9.1% | +130.7% |
| 5Y | +107.6% | +84.2% | +23.4% | +73.8% |
| All | +154.1% | +232.0% | -78.0% | +181.6% |
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