+61.7%
IWM vs EQH
+97.5%
-35.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -2.5% | -1.8% | -0.8% | -1.8% |
| 30D | -4.4% | +2.4% | -6.8% | -5.6% |
| 3M | +2.2% | +26.3% | -24.1% | -8.5% |
| 6M | +14.0% | +35.8% | -21.8% | -2.2% |
| YTD | +17.4% | +12.7% | +4.7% | +9.7% |
| 1Y | +22.9% | +2.5% | +20.5% | +20.1% |
| All | +61.7% | +97.5% | -35.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling