+263.1%
IWF vs EQH
+230.1%
+33.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -1.7% | -1.8% | 0.0% | -1.1% |
| 30D | -1.8% | +2.4% | -4.3% | -2.8% |
| 3M | +1.5% | +26.3% | -24.9% | -6.9% |
| 6M | +7.7% | +35.8% | -28.1% | -4.2% |
| YTD | +2.7% | +12.7% | -10.0% | -2.8% |
| 1Y | +6.8% | +2.5% | +4.3% | +4.1% |
| 3Y | +76.9% | +98.6% | -21.8% | +34.1% |
| 5Y | +73.4% | +101.7% | -28.3% | +28.9% |
| All | +263.1% | +230.1% | +33.1% | +109.1% |
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