+75.1%
IWF vs EQH
+102.2%
-27.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -1.7% | +2.8% | -4.6% | -2.9% |
| 3M | +0.7% | +23.1% | -22.4% | -7.7% |
| 6M | +8.6% | +41.4% | -32.8% | -6.5% |
| YTD | +3.5% | +14.3% | -10.7% | -3.1% |
| 1Y | +7.0% | +1.6% | +5.4% | +4.7% |
| 3Y | +76.3% | +102.7% | -26.4% | +24.4% |
| All | +75.1% | +102.2% | -27.2% | +21.3% |
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