+83.3%
IEMG vs EQH
+100.2%
-17.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +1.9% | +2.8% | -0.9% | +1.2% |
| 3M | +1.4% | +23.1% | -21.7% | -3.4% |
| 6M | +15.2% | +41.4% | -26.2% | +6.1% |
| YTD | +23.8% | +14.3% | +9.6% | +19.0% |
| 1Y | +30.7% | +1.6% | +29.1% | +28.7% |
| 3Y | +83.3% | +102.7% | -19.4% | +50.4% |
| All | +83.3% | +100.2% | -17.0% | +50.4% |
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