+100.7%
IWM vs EQH
+234.7%
-134.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -4.6% | +2.8% | -7.4% | -6.0% |
| 3M | -0.3% | +23.1% | -23.4% | -10.2% |
| 6M | +14.7% | +41.4% | -26.7% | -4.1% |
| YTD | +17.8% | +14.3% | +3.6% | +8.6% |
| 1Y | +21.2% | +1.6% | +19.6% | +17.7% |
| 3Y | +62.3% | +102.7% | -40.4% | +10.6% |
| 5Y | +38.7% | +104.5% | -65.8% | -7.9% |
| All | +100.7% | +234.7% | -134.0% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling