+243.7%
IVV vs EQX
+238.5%
+5.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.5% | +3.8% | -3.3% | +0.2% |
| 30D | -1.0% | +9.4% | -10.3% | -1.7% |
| 3M | +3.9% | +16.8% | -13.0% | +2.4% |
| 6M | +14.5% | -23.7% | +38.2% | +15.9% |
| YTD | +12.9% | -9.6% | +22.5% | +12.6% |
| 1Y | +19.4% | +29.1% | -9.8% | +15.7% |
| 3Y | +78.8% | +175.3% | -96.5% | +61.1% |
| 5Y | +82.2% | +77.3% | +4.9% | +63.7% |
| All | +243.7% | +238.5% | +5.2% | +252.2% |
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