+278.8%
IR vs EQX
+244.1%
+34.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | -15.0% | +11.1% | -26.1% | -15.8% |
| 3M | -0.4% | +23.1% | -23.5% | -2.3% |
| 6M | -15.0% | -21.8% | +6.8% | -14.0% |
| YTD | -7.1% | -8.1% | +1.0% | -7.3% |
| 1Y | -7.5% | +29.7% | -37.2% | -10.3% |
| 3Y | +6.3% | +179.9% | -173.6% | -4.5% |
| 5Y | +37.3% | +82.5% | -45.2% | +23.0% |
| All | +278.8% | +244.1% | +34.7% | +286.6% |
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