+8.8%
IP vs EQH
+232.3%
-223.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | -5.3% | +5.5% | -10.8% | -7.8% |
| 30D | -10.9% | +3.2% | -14.1% | -12.5% |
| 3M | +11.2% | +32.5% | -21.4% | -3.4% |
| 6M | -10.2% | +33.7% | -44.0% | -22.9% |
| YTD | -2.0% | +13.4% | -15.4% | -9.2% |
| 1Y | -19.1% | +0.6% | -19.7% | -20.9% |
| 3Y | +20.9% | +95.1% | -74.3% | -17.2% |
| 5Y | -17.8% | +92.7% | -110.5% | -45.1% |
| All | +8.8% | +232.3% | -223.5% | -47.4% |
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 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