+55.4%
IOT vs EQH
+87.3%
-31.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.1% |
| 7D | -4.5% | +0.7% | -5.2% | -5.0% |
| 30D | -2.4% | +2.8% | -5.3% | -4.5% |
| 3M | +19.0% | +23.1% | -4.1% | +1.8% |
| 6M | +19.6% | +41.4% | -21.8% | -8.3% |
| YTD | +8.3% | +14.3% | -6.0% | -3.6% |
| 1Y | -0.8% | +1.6% | -2.4% | -4.3% |
| 3Y | +24.4% | +102.7% | -78.3% | -34.9% |
| All | +55.4% | +87.3% | -31.9% | -4.2% |
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