-42.1%
IOVA vs EQH
+234.7%
-276.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +4.9% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +27.6% | +2.8% | +24.8% | +25.0% |
| 3M | +117.2% | +23.1% | +94.1% | +94.0% |
| 6M | +77.7% | +41.4% | +36.3% | +47.0% |
| YTD | +215.0% | +14.3% | +200.8% | +189.8% |
| 1Y | +255.4% | +1.6% | +253.8% | +246.7% |
| 3Y | +42.6% | +102.7% | -60.1% | -0.9% |
| 5Y | -62.2% | +104.5% | -166.8% | -74.5% |
| All | -42.1% | +234.7% | -276.8% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling