+1.3%
IP vs EQH
+250.5%
-249.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | +9.2% | +4.4% | +4.8% | +6.9% |
| 3M | -16.1% | +8.8% | -24.9% | -19.8% |
| 6M | +9.6% | +38.1% | -28.6% | -7.1% |
| YTD | -8.8% | +19.7% | -28.4% | -17.9% |
| 1Y | -5.5% | +27.8% | -33.3% | -17.6% |
| 3Y | +19.6% | +126.1% | -106.5% | -23.6% |
| 5Y | -13.5% | +83.3% | -96.8% | -40.7% |
| All | +1.3% | +250.5% | -249.2% | -52.4% |
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 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