+27.0%
IT vs EQH
+230.1%
-203.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | -12.7% | -1.8% | -11.0% | -12.0% |
| 30D | -8.9% | +2.4% | -11.3% | -9.9% |
| 3M | +10.1% | +26.3% | -16.2% | -0.7% |
| 6M | +7.3% | +35.8% | -28.5% | -7.2% |
| YTD | -32.4% | +12.7% | -45.0% | -36.4% |
| 1Y | -26.6% | +2.5% | -29.1% | -28.5% |
| 3Y | -51.8% | +98.6% | -150.5% | -65.5% |
| 5Y | -45.6% | +101.7% | -147.3% | -62.3% |
| All | +27.0% | +230.1% | -203.1% | -33.0% |
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