+21.2%
IWM vs EQH
+3.9%
+17.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -4.6% | +2.8% | -7.4% | -5.3% |
| 3M | -0.3% | +23.1% | -23.4% | -6.3% |
| 6M | +14.7% | +41.4% | -26.7% | +2.6% |
| YTD | +17.8% | +14.3% | +3.6% | +12.2% |
| 1Y | +21.2% | +1.6% | +19.6% | +17.6% |
| All | +21.2% | +3.9% | +17.3% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling