+153.6%
ITW vs EQX
+232.0%
-78.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | -8.3% | +7.8% | -16.1% | -8.7% |
| 3M | +6.0% | +21.3% | -15.3% | +4.8% |
| 6M | 0.0% | -22.4% | +22.4% | +0.8% |
| YTD | +10.2% | -11.3% | +21.5% | +10.2% |
| 1Y | +3.2% | +13.5% | -10.3% | +1.7% |
| 3Y | +21.0% | +162.1% | -141.2% | +12.0% |
| 5Y | +37.9% | +84.2% | -46.3% | +26.2% |
| All | +153.6% | +232.0% | -78.4% | +160.1% |
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 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