+18.5%
IBB vs EQH
+94.3%
-75.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -5.2% | -1.8% | -3.5% | -4.7% |
| 30D | +1.5% | +2.4% | -1.0% | +0.6% |
| 3M | +22.1% | +26.3% | -4.2% | +13.3% |
| 6M | +17.7% | +35.8% | -18.1% | +6.2% |
| YTD | +20.2% | +12.7% | +7.5% | +14.4% |
| 1Y | +44.4% | +2.5% | +42.0% | +41.3% |
| 3Y | +61.1% | +98.6% | -37.5% | +22.8% |
| 5Y | +18.5% | +101.7% | -83.2% | -10.3% |
| All | +18.5% | +94.3% | -75.8% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling