+42.1%
ICE vs EQH
+100.2%
-58.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +4.0% | +2.8% | +1.2% | +3.4% |
| 3M | +13.7% | +23.1% | -9.4% | +8.6% |
| 6M | +0.9% | +41.4% | -40.5% | -6.7% |
| YTD | -2.1% | +14.3% | -16.4% | -5.4% |
| 1Y | -9.5% | +1.6% | -11.1% | -10.8% |
| 3Y | +42.1% | +102.7% | -60.6% | +21.2% |
| All | +42.1% | +100.2% | -58.2% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling