+82.6%
IVV vs EQX
+73.3%
+9.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.2% |
| 7D | -2.0% | -7.0% | +5.0% | -1.5% |
| 30D | -1.6% | +4.8% | -6.5% | -2.1% |
| 3M | +4.8% | +25.6% | -20.9% | +2.6% |
| 6M | +12.6% | -25.8% | +38.4% | +14.3% |
| YTD | +11.8% | -12.7% | +24.5% | +11.7% |
| 1Y | +17.6% | +14.1% | +3.5% | +14.7% |
| 3Y | +77.0% | +165.7% | -88.7% | +57.7% |
| 5Y | +82.6% | +81.2% | +1.3% | +61.5% |
| All | +82.6% | +73.3% | +9.3% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling