+39.8%
IJR vs EQH
+102.2%
-62.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | -4.6% | +2.8% | -7.4% | -6.0% |
| 3M | +0.2% | +23.1% | -22.9% | -9.7% |
| 6M | +14.7% | +41.4% | -26.7% | -4.2% |
| YTD | +18.9% | +14.3% | +4.6% | +9.7% |
| 1Y | +19.9% | +1.6% | +18.3% | +16.9% |
| 3Y | +53.0% | +102.7% | -49.7% | +2.0% |
| All | +39.8% | +102.2% | -62.4% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling