+142.7%
ICE vs EQH
+230.1%
-87.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -5.3% | -1.8% | -3.6% | -4.9% |
| 30D | +3.0% | +2.4% | +0.6% | +2.3% |
| 3M | +11.4% | +26.3% | -14.9% | +4.5% |
| 6M | -2.0% | +35.8% | -37.9% | -10.2% |
| YTD | -3.1% | +12.7% | -15.8% | -6.9% |
| 1Y | -8.4% | +2.5% | -10.8% | -9.9% |
| 3Y | +40.7% | +98.6% | -57.9% | +12.7% |
| 5Y | +40.0% | +101.7% | -61.8% | +9.3% |
| All | +142.7% | +230.1% | -87.3% | +46.3% |
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 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