-9.9%
IR vs EQX
+17.2%
-27.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | -4.5% | -3.2% | -1.3% | -4.2% |
| 30D | -13.9% | +7.8% | -21.7% | -14.7% |
| 3M | -0.3% | +21.3% | -21.7% | -2.8% |
| 6M | -14.3% | -22.4% | +8.1% | -13.7% |
| YTD | -7.9% | -11.3% | +3.4% | -7.0% |
| 1Y | -9.9% | +13.5% | -23.4% | -9.3% |
| All | -9.9% | +17.2% | -27.1% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling