+117.3%
IJH vs EQH
+234.7%
-117.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -4.6% | +2.8% | -7.5% | -6.0% |
| 3M | -1.2% | +23.1% | -24.2% | -10.7% |
| 6M | +9.4% | +41.4% | -32.0% | -8.1% |
| YTD | +13.3% | +14.3% | -0.9% | +4.6% |
| 1Y | +13.4% | +1.6% | +11.8% | +10.0% |
| 3Y | +50.4% | +102.7% | -52.3% | +2.5% |
| 5Y | +49.0% | +104.5% | -55.6% | -1.4% |
| All | +117.3% | +234.7% | -117.4% | +6.8% |
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