+67.6%
IYR vs EQX
+232.0%
-164.4%
-42.3%
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% | +0.7% |
| 7D | -1.4% | -3.2% | +1.8% | -1.1% |
| 30D | -2.7% | +7.8% | -10.4% | -3.3% |
| 3M | -2.1% | +21.3% | -23.5% | -3.9% |
| 6M | +3.6% | -22.4% | +26.0% | +5.0% |
| YTD | +8.1% | -11.3% | +19.4% | +7.9% |
| 1Y | +4.7% | +13.5% | -8.8% | +2.0% |
| 3Y | +29.1% | +162.1% | -133.0% | +14.0% |
| 5Y | +6.9% | +84.2% | -77.3% | -6.2% |
| All | +67.6% | +232.0% | -164.4% | +51.4% |
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