-43.2%
IOVA vs EQH
+226.9%
-270.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -2.2% | +1.1% | -3.3% | -2.8% |
| 30D | +31.7% | -1.1% | +32.8% | +31.8% |
| 3M | +117.3% | +25.0% | +92.3% | +92.5% |
| 6M | +55.8% | +33.9% | +21.9% | +32.8% |
| YTD | +208.8% | +11.6% | +197.2% | +187.7% |
| 1Y | +255.7% | +1.5% | +254.2% | +247.1% |
| 3Y | +41.7% | +96.7% | -55.0% | 0.0% |
| 5Y | -64.9% | +93.9% | -158.8% | -75.7% |
| All | -43.2% | +226.9% | -270.1% | -74.4% |
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