+429.2%
IRM vs EQH
+234.7%
+194.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | -1.4% | +0.7% | -2.2% | -1.7% |
| 30D | -7.4% | +2.8% | -10.2% | -8.4% |
| 3M | -7.4% | +23.1% | -30.4% | -14.0% |
| 6M | +8.7% | +41.4% | -32.7% | -4.3% |
| YTD | +40.9% | +14.3% | +26.7% | +32.9% |
| 1Y | +20.5% | +1.6% | +18.9% | +18.1% |
| 3Y | +101.7% | +102.7% | -1.0% | +51.5% |
| 5Y | +197.7% | +104.5% | +93.1% | +117.3% |
| All | +429.2% | +234.7% | +194.5% | +195.9% |
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