+138.7%
IVZ vs EQH
+100.4%
+38.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.0% |
| 7D | +1.1% | +5.4% | -4.3% | -2.6% |
| 30D | +3.1% | +1.0% | +2.1% | +2.2% |
| 3M | +18.2% | +26.7% | -8.6% | -0.1% |
| 6M | +38.6% | +34.4% | +4.3% | +11.1% |
| YTD | +25.9% | +11.5% | +14.4% | +15.4% |
| 1Y | +51.7% | +0.4% | +51.3% | +49.2% |
| 3Y | +138.7% | +96.5% | +42.1% | +40.6% |
| All | +138.7% | +100.4% | +38.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling