+68.7%
IVZ vs EQH
+234.7%
-166.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.9% |
| 30D | +3.0% | +2.8% | +0.2% | +0.7% |
| 3M | +14.9% | +23.1% | -8.2% | -1.9% |
| 6M | +36.7% | +41.4% | -4.7% | +4.2% |
| YTD | +25.7% | +14.3% | +11.4% | +11.8% |
| 1Y | +47.7% | +1.6% | +46.1% | +42.4% |
| 3Y | +138.8% | +102.7% | +36.1% | +35.3% |
| 5Y | +62.1% | +104.5% | -42.5% | -9.9% |
| All | +68.7% | +234.7% | -166.0% | -33.7% |
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 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