+243.1%
IVV vs EQX
+232.0%
+11.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | -1.1% | +7.8% | -8.8% | -1.7% |
| 3M | +3.9% | +21.3% | -17.4% | +2.2% |
| 6M | +13.6% | -22.4% | +36.1% | +14.9% |
| YTD | +12.7% | -11.3% | +24.0% | +12.5% |
| 1Y | +17.6% | +13.5% | +4.1% | +15.1% |
| 3Y | +77.3% | +162.1% | -84.8% | +60.4% |
| 5Y | +84.1% | +84.2% | -0.1% | +65.1% |
| All | +243.1% | +232.0% | +11.0% | +252.0% |
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