+225.0%
EQH vs IAG
+225.7%
-0.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | +2.8% | +12.1% | -9.3% | +2.1% |
| 3M | +23.1% | +25.5% | -2.4% | +21.3% |
| 6M | +41.4% | -7.1% | +48.5% | +41.1% |
| YTD | +14.3% | +22.9% | -8.6% | +12.0% |
| 1Y | +1.6% | +83.3% | -81.7% | -2.8% |
| 3Y | +102.7% | +808.5% | -705.8% | +75.9% |
| 5Y | +104.5% | +838.0% | -733.4% | +71.5% |
| All | +225.0% | +225.7% | -0.7% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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