+1.2%
IP vs EQH
+226.9%
-225.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.1% |
| 7D | -4.6% | +1.1% | -5.7% | -5.1% |
| 30D | -15.3% | -1.1% | -14.2% | -15.0% |
| 3M | +2.7% | +25.0% | -22.3% | -8.3% |
| 6M | -7.4% | +33.9% | -41.3% | -20.5% |
| YTD | -8.8% | +11.6% | -20.4% | -14.9% |
| 1Y | -22.4% | +1.5% | -24.0% | -24.5% |
| 3Y | +14.2% | +96.7% | -82.5% | -22.0% |
| 5Y | -21.8% | +93.9% | -115.7% | -47.9% |
| All | +1.2% | +226.9% | -225.6% | -50.7% |
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