+91.9%
IEFA vs EQH
+234.7%
-142.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -1.5% | +2.8% | -4.3% | -2.5% |
| 3M | +3.4% | +23.1% | -19.7% | -3.6% |
| 6M | +9.5% | +41.4% | -31.9% | -2.8% |
| YTD | +13.0% | +14.3% | -1.2% | +7.0% |
| 1Y | +18.0% | +1.6% | +16.4% | +15.6% |
| 3Y | +65.4% | +102.7% | -37.4% | +24.8% |
| 5Y | +51.6% | +104.5% | -53.0% | +11.5% |
| All | +91.9% | +234.7% | -142.8% | +11.2% |
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 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