+293.7%
IWF vs EQX
+232.0%
+61.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | -1.7% | +7.8% | -9.5% | -2.5% |
| 3M | +0.7% | +21.3% | -20.7% | -1.3% |
| 6M | +8.6% | -22.4% | +31.0% | +10.0% |
| YTD | +3.5% | -11.3% | +14.8% | +3.3% |
| 1Y | +7.0% | +13.5% | -6.5% | +4.4% |
| 3Y | +76.3% | +162.1% | -85.8% | +57.2% |
| 5Y | +74.8% | +84.2% | -9.4% | +54.5% |
| All | +293.7% | +232.0% | +61.7% | +309.7% |
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