+132.4%
IQV vs EQX
+217.3%
-84.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +1.9% |
| 7D | -0.8% | -7.5% | +6.7% | -0.1% |
| 30D | +12.3% | +2.4% | +9.9% | +12.0% |
| 3M | +46.4% | +12.7% | +33.8% | +44.5% |
| 6M | +61.3% | -18.4% | +79.7% | +63.1% |
| YTD | +17.9% | -15.2% | +33.1% | +18.3% |
| 1Y | +41.9% | +12.2% | +29.8% | +38.3% |
| 3Y | +24.8% | +139.4% | -114.7% | +9.7% |
| 5Y | +3.2% | +61.7% | -58.5% | -9.6% |
| All | +132.4% | +217.3% | -84.9% | +131.2% |
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 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