+42.6%
IOVA vs EQH
+100.2%
-57.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +4.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.7% |
| 30D | +27.6% | +2.8% | +24.8% | +24.0% |
| 3M | +117.2% | +23.1% | +94.1% | +84.3% |
| 6M | +77.7% | +41.4% | +36.3% | +34.2% |
| YTD | +215.0% | +14.3% | +200.8% | +178.0% |
| 1Y | +255.4% | +1.6% | +253.8% | +244.4% |
| 3Y | +42.6% | +102.7% | -60.1% | -40.2% |
| All | +42.6% | +100.2% | -57.6% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling