+101.9%
IWM vs EQH
+226.9%
-125.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.1% | +1.1% | -2.3% | -1.7% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | +2.2% | +25.0% | -22.8% | -8.7% |
| 6M | +15.1% | +33.9% | -18.8% | -1.3% |
| YTD | +18.6% | +11.6% | +7.0% | +10.5% |
| 1Y | +24.0% | +1.5% | +22.5% | +20.4% |
| 3Y | +63.7% | +96.7% | -33.0% | +13.1% |
| 5Y | +38.2% | +93.9% | -55.7% | -6.0% |
| All | +101.9% | +226.9% | -125.0% | +2.9% |
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