+75.5%
ITOT vs EQH
+102.1%
-26.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | -1.3% | +1.3% | -2.7% | -1.8% |
| 30D | -2.4% | +1.1% | -3.5% | -2.9% |
| 3M | +2.5% | +22.7% | -20.2% | -5.4% |
| 6M | +15.6% | +46.2% | -30.5% | -0.8% |
| YTD | +12.4% | +15.0% | -2.5% | +5.3% |
| 1Y | +16.8% | +2.0% | +14.9% | +14.4% |
| 3Y | +74.2% | +98.2% | -24.0% | +26.2% |
| 5Y | +75.5% | +107.5% | -32.0% | +20.7% |
| All | +75.5% | +102.1% | -26.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling