+72.8%
IVZ vs EQH
+232.3%
-159.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.9% |
| 7D | +0.6% | +5.5% | -4.9% | -3.4% |
| 30D | +4.0% | +3.2% | +0.8% | +1.3% |
| 3M | +18.2% | +32.5% | -14.4% | -4.5% |
| 6M | +32.8% | +33.7% | -0.9% | +5.4% |
| YTD | +28.7% | +13.4% | +15.3% | +15.1% |
| 1Y | +55.4% | +0.6% | +54.8% | +50.9% |
| 3Y | +135.2% | +95.1% | +40.1% | +37.0% |
| 5Y | +64.2% | +92.7% | -28.5% | -4.7% |
| All | +72.8% | +232.3% | -159.5% | -31.7% |
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 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