+124.8%
ITW vs EQH
+234.7%
-109.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -8.3% | +2.8% | -11.2% | -9.5% |
| 3M | +6.0% | +23.1% | -17.1% | -2.9% |
| 6M | 0.0% | +41.4% | -41.4% | -14.2% |
| YTD | +10.2% | +14.3% | -4.0% | +2.6% |
| 1Y | +3.2% | +1.6% | +1.6% | +0.5% |
| 3Y | +21.0% | +102.7% | -81.7% | -15.0% |
| 5Y | +37.9% | +104.5% | -66.6% | -6.6% |
| All | +124.8% | +234.7% | -109.9% | +8.3% |
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