+100.0%
IBB vs EQH
+234.7%
-134.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -4.2% | +0.7% | -5.0% | -4.4% |
| 30D | +1.1% | +2.8% | -1.7% | +0.2% |
| 3M | +19.0% | +23.1% | -4.0% | +12.0% |
| 6M | +18.9% | +41.4% | -22.5% | +7.1% |
| YTD | +20.3% | +14.3% | +6.1% | +14.6% |
| 1Y | +41.5% | +1.6% | +39.9% | +38.9% |
| 3Y | +60.3% | +102.7% | -42.4% | +27.2% |
| 5Y | +18.7% | +104.5% | -85.8% | -7.6% |
| All | +100.0% | +234.7% | -134.7% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling