+138.5%
IBM vs EQH
+226.5%
-88.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +0.3% | +5.4% | -5.1% | -1.6% |
| 30D | -1.5% | +1.0% | -2.5% | -2.0% |
| 3M | -16.8% | +26.7% | -43.5% | -23.7% |
| 6M | -9.0% | +34.4% | -43.4% | -18.7% |
| YTD | -20.1% | +11.5% | -31.5% | -23.5% |
| 1Y | -7.0% | +0.4% | -7.4% | -8.2% |
| 3Y | +72.4% | +96.5% | -24.1% | +30.4% |
| 5Y | +112.0% | +93.4% | +18.6% | +55.5% |
| All | +138.5% | +226.5% | -88.1% | +30.5% |
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