+148.5%
IWD vs EQH
+234.7%
-86.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | -0.8% | +2.8% | -3.7% | -2.0% |
| 3M | +6.9% | +23.1% | -16.2% | -1.5% |
| 6M | +18.3% | +41.4% | -23.1% | +2.6% |
| YTD | +22.4% | +14.3% | +8.1% | +14.6% |
| 1Y | +27.4% | +1.6% | +25.8% | +24.3% |
| 3Y | +71.2% | +102.7% | -31.6% | +23.4% |
| 5Y | +75.7% | +104.5% | -28.8% | +22.7% |
| All | +148.5% | +234.7% | -86.2% | +31.2% |
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