+3.8%
IP vs EQH
+247.7%
-243.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +0.4% |
| 7D | -3.0% | +2.1% | -5.1% | -4.1% |
| 30D | +10.6% | +4.7% | +5.9% | +8.1% |
| 3M | -13.6% | +7.6% | -21.1% | -17.0% |
| 6M | +10.4% | +31.9% | -21.4% | -4.3% |
| YTD | -6.5% | +18.7% | -25.2% | -15.5% |
| 1Y | -2.1% | +25.7% | -27.8% | -14.0% |
| 3Y | +22.0% | +129.1% | -107.1% | -22.6% |
| 5Y | -9.7% | +82.3% | -92.0% | -37.9% |
| All | +3.8% | +247.7% | -243.9% | -51.0% |
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