+220.7%
IAU vs EQH
+230.1%
-9.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -3.4% | -1.8% | -1.6% | -3.4% |
| 30D | -1.1% | +2.4% | -3.5% | -1.1% |
| 3M | +5.8% | +26.3% | -20.5% | +5.9% |
| 6M | -16.9% | +35.8% | -52.8% | -16.9% |
| YTD | +0.1% | +12.7% | -12.6% | +0.1% |
| 1Y | +18.4% | +2.5% | +15.9% | +18.3% |
| 3Y | +123.6% | +98.6% | +24.9% | +123.7% |
| 5Y | +138.7% | +101.7% | +37.0% | +139.2% |
| All | +220.7% | +230.1% | -9.3% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling