+135.5%
IWM vs EQX
+232.0%
-96.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | -4.6% | +7.8% | -12.3% | -5.4% |
| 3M | -0.3% | +21.3% | -21.6% | -2.6% |
| 6M | +14.7% | -22.4% | +37.1% | +16.6% |
| YTD | +17.8% | -11.3% | +29.2% | +17.7% |
| 1Y | +21.2% | +13.5% | +7.7% | +17.8% |
| 3Y | +62.3% | +162.1% | -99.8% | +41.2% |
| 5Y | +38.7% | +84.2% | -45.5% | +19.9% |
| All | +135.5% | +232.0% | -96.6% | +128.7% |
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 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