+4.2%
ITW vs EQH
+2.5%
+1.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -3.6% | +5.5% | -9.1% | -4.4% |
| 30D | -9.1% | +3.2% | -12.4% | -9.6% |
| 3M | +8.2% | +32.5% | -24.3% | +3.5% |
| 6M | -4.8% | +33.7% | -38.5% | -9.4% |
| YTD | +11.0% | +13.4% | -2.4% | +8.4% |
| 1Y | +4.2% | +0.6% | +3.7% | +3.8% |
| All | +4.2% | +2.5% | +1.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling