+21.6%
IQV vs EQH
+100.2%
-78.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | -2.2% | +0.7% | -3.0% | -2.5% |
| 30D | +8.3% | +2.8% | +5.5% | +6.8% |
| 3M | +44.6% | +23.1% | +21.5% | +30.8% |
| 6M | +52.6% | +41.4% | +11.2% | +28.2% |
| YTD | +16.1% | +14.3% | +1.9% | +8.2% |
| 1Y | +37.3% | +1.6% | +35.7% | +34.5% |
| 3Y | +21.6% | +102.7% | -81.1% | -21.7% |
| All | +21.6% | +100.2% | -78.7% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling