+148.5%
IWD vs EQH
+226.5%
-78.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -0.2% | +5.4% | -5.6% | -2.2% |
| 30D | -0.8% | +1.0% | -1.8% | -1.3% |
| 3M | +8.0% | +26.7% | -18.7% | -1.6% |
| 6M | +18.2% | +34.4% | -16.2% | +4.5% |
| YTD | +22.3% | +11.5% | +10.9% | +15.6% |
| 1Y | +28.9% | +0.4% | +28.5% | +26.3% |
| 3Y | +71.5% | +96.5% | -25.0% | +25.2% |
| 5Y | +73.6% | +93.4% | -19.8% | +23.9% |
| All | +148.5% | +226.5% | -78.1% | +32.4% |
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