+225.0%
EQH vs IFF
-21.2%
+246.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.7% | -3.2% | +3.9% | +2.3% |
| 30D | +2.8% | -0.3% | +3.1% | +2.9% |
| 3M | +23.1% | +8.4% | +14.6% | +17.8% |
| 6M | +41.4% | +23.0% | +18.4% | +25.1% |
| YTD | +14.3% | +25.5% | -11.2% | -0.8% |
| 1Y | +1.6% | +29.1% | -27.5% | -13.6% |
| 3Y | +102.7% | +31.7% | +71.1% | +62.1% |
| 5Y | +104.5% | -35.2% | +139.8% | +137.9% |
| All | +225.0% | -21.2% | +246.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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