-17.5%
IP vs EQH
+92.7%
-110.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | +0.1% | +5.4% | -5.3% | -2.4% |
| 30D | -11.2% | +1.0% | -12.3% | -11.8% |
| 3M | +12.3% | +26.7% | -14.4% | +0.5% |
| 6M | -5.2% | +34.4% | -39.6% | -17.9% |
| YTD | -4.0% | +11.5% | -15.4% | -9.8% |
| 1Y | -19.2% | +0.4% | -19.6% | -20.8% |
| 3Y | +20.3% | +96.5% | -76.2% | -15.6% |
| 5Y | -17.5% | +93.4% | -110.8% | -44.1% |
| All | -17.5% | +92.7% | -110.2% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling