+136.9%
IWM vs EQX
+244.1%
-107.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.5% |
| 7D | -1.1% | +1.7% | -2.9% | -1.3% |
| 30D | -3.1% | +11.1% | -14.2% | -4.3% |
| 3M | +2.2% | +23.1% | -20.9% | -0.3% |
| 6M | +15.1% | -21.8% | +36.9% | +16.9% |
| YTD | +18.6% | -8.1% | +26.7% | +18.0% |
| 1Y | +24.0% | +29.7% | -5.7% | +18.9% |
| 3Y | +63.7% | +179.9% | -116.2% | +41.4% |
| 5Y | +38.2% | +82.5% | -44.3% | +19.5% |
| All | +136.9% | +244.1% | -107.2% | +129.3% |
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