+60.3%
IVZ vs EQH
+94.3%
-34.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.2% |
| 7D | -2.4% | -1.8% | -0.6% | -1.1% |
| 30D | +2.5% | +2.4% | +0.1% | +0.5% |
| 3M | +17.1% | +26.3% | -9.2% | -2.0% |
| 6M | +35.1% | +35.8% | -0.7% | +5.8% |
| YTD | +24.3% | +12.7% | +11.6% | +11.9% |
| 1Y | +48.7% | +2.5% | +46.2% | +42.9% |
| 3Y | +135.6% | +98.6% | +37.0% | +31.9% |
| 5Y | +60.3% | +101.7% | -41.4% | -15.9% |
| All | +60.3% | +94.3% | -34.0% | -15.9% |
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