+101.9%
EQH vs IBN
+58.3%
+43.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.4% |
| 7D | +0.7% | -3.0% | +3.7% | +2.4% |
| 30D | +2.8% | -1.5% | +4.3% | +3.6% |
| 3M | +23.1% | +7.9% | +15.2% | +17.9% |
| 6M | +41.4% | +8.6% | +32.8% | +34.8% |
| YTD | +14.3% | -0.6% | +14.8% | +14.0% |
| 1Y | +1.6% | -7.3% | +8.9% | +4.9% |
| 3Y | +102.7% | +26.2% | +76.5% | +70.1% |
| All | +101.9% | +58.3% | +43.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling