+176.2%
IGV vs EQH
+234.7%
-58.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | -1.5% | +2.8% | -4.3% | -2.5% |
| 3M | +11.7% | +23.1% | -11.4% | +3.4% |
| 6M | +18.4% | +41.4% | -23.0% | +3.8% |
| YTD | -3.9% | +14.3% | -18.2% | -9.3% |
| 1Y | -9.7% | +1.6% | -11.3% | -11.4% |
| 3Y | +38.4% | +102.7% | -64.3% | +5.7% |
| 5Y | +21.6% | +104.5% | -83.0% | -8.3% |
| All | +176.2% | +234.7% | -58.5% | +63.4% |
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 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