+150.0%
IBM vs EQH
+234.7%
-84.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +3.1% | +2.8% | +0.3% | +2.0% |
| 3M | -10.8% | +23.1% | -33.9% | -17.4% |
| 6M | -0.8% | +41.4% | -42.2% | -12.9% |
| YTD | -16.2% | +14.3% | -30.5% | -20.5% |
| 1Y | -2.9% | +1.6% | -4.5% | -4.5% |
| 3Y | +79.8% | +102.7% | -22.9% | +34.5% |
| 5Y | +124.9% | +104.5% | +20.3% | +61.5% |
| All | +150.0% | +234.7% | -84.7% | +35.6% |
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