+99.0%
IJR vs EQH
+234.7%
-135.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 6M | +14.7% | +41.4% | -26.7% | -4.4% |
| YTD | +18.9% | +14.3% | +4.6% | +9.3% |
| 1Y | +19.9% | +1.6% | +18.3% | +16.2% |
| 3Y | +53.0% | +102.7% | -49.7% | +3.2% |
| 5Y | +40.9% | +104.5% | -63.7% | -7.9% |
| All | +99.0% | +234.7% | -135.7% | -1.5% |
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