+203.8%
ITOT vs EQH
+234.7%
-30.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -1.5% | +2.8% | -4.3% | -2.6% |
| 3M | +3.6% | +23.1% | -19.5% | -4.4% |
| 6M | +13.7% | +41.4% | -27.7% | -0.9% |
| YTD | +12.9% | +14.3% | -1.3% | +6.0% |
| 1Y | +17.2% | +1.6% | +15.6% | +14.4% |
| 3Y | +75.6% | +102.7% | -27.1% | +29.2% |
| 5Y | +75.5% | +104.5% | -29.1% | +26.0% |
| All | +203.8% | +234.7% | -30.9% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling