+73.1%
IWD vs EQH
+99.4%
-26.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.3% | -1.8% | -0.6% | -1.8% |
| 30D | -1.8% | +2.4% | -4.2% | -2.7% |
| 3M | +8.0% | +26.3% | -18.3% | -0.5% |
| 6M | +17.0% | +35.8% | -18.8% | +4.5% |
| YTD | +21.3% | +12.7% | +8.6% | +15.2% |
| 1Y | +27.9% | +2.5% | +25.5% | +25.3% |
| 3Y | +70.1% | +98.6% | -28.6% | +26.3% |
| All | +73.1% | +99.4% | -26.3% | +23.7% |
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 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