+124.4%
IAU vs EQH
+100.2%
+24.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -1.5% | +2.8% | -4.4% | -1.6% |
| 3M | +3.3% | +23.1% | -19.8% | +2.9% |
| 6M | -16.2% | +41.4% | -57.6% | -16.4% |
| YTD | +0.7% | +14.3% | -13.6% | +0.1% |
| 1Y | +19.2% | +1.6% | +17.6% | +18.4% |
| 3Y | +124.4% | +102.7% | +21.7% | +118.3% |
| All | +124.4% | +100.2% | +24.2% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling