+69.7%
IWD vs EQH
+97.5%
-27.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.3% | -1.8% | -0.6% | -1.9% |
| 30D | -1.8% | +2.4% | -4.2% | -2.5% |
| 3M | +8.0% | +26.3% | -18.3% | +0.8% |
| 6M | +17.0% | +35.8% | -18.8% | +6.3% |
| YTD | +21.3% | +12.7% | +8.6% | +16.3% |
| 1Y | +27.9% | +2.5% | +25.5% | +26.1% |
| All | +69.7% | +97.5% | -27.8% | +34.2% |
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 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