+0.6%
IP vs EQH
+252.0%
-251.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -0.3% | +6.5% | -6.8% | -3.3% |
| 30D | +7.9% | +6.1% | +1.8% | +4.8% |
| 3M | -15.3% | +6.2% | -21.6% | -18.1% |
| 6M | +10.5% | +38.1% | -27.6% | -6.2% |
| YTD | -9.4% | +20.2% | -29.6% | -18.6% |
| 1Y | -4.6% | +27.6% | -32.2% | -16.8% |
| 3Y | +21.2% | +128.8% | -107.6% | -23.0% |
| 5Y | -13.3% | +83.1% | -96.5% | -40.5% |
| All | +0.6% | +252.0% | -251.4% | -52.8% |
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