+60.4%
IYR vs EQH
+230.1%
-169.6%
-42.3%
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% | -1.2% |
| 7D | -2.8% | -1.8% | -1.1% | -2.3% |
| 30D | -2.5% | +2.4% | -5.0% | -3.4% |
| 3M | -3.0% | +26.3% | -29.3% | -10.6% |
| 6M | +1.6% | +35.8% | -34.2% | -9.2% |
| YTD | +7.3% | +12.7% | -5.4% | +1.6% |
| 1Y | +5.6% | +2.5% | +3.2% | +2.9% |
| 3Y | +28.1% | +98.6% | -70.5% | -4.6% |
| 5Y | +6.1% | +101.7% | -95.6% | -23.5% |
| All | +60.4% | +230.1% | -169.6% | -12.5% |
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