+126.5%
EQT vs INDA
+107.4%
+19.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -1.2% | -3.6% | +2.5% | +0.4% |
| 30D | +1.1% | -4.0% | +5.0% | +2.8% |
| 3M | +4.8% | +1.7% | +3.1% | +3.8% |
| 6M | -10.6% | -3.6% | -6.9% | -9.6% |
| YTD | +3.4% | -11.0% | +14.4% | +8.0% |
| 1Y | +8.7% | -9.5% | +18.2% | +12.5% |
| 3Y | +35.0% | +7.6% | +27.3% | +28.6% |
| 5Y | +204.2% | +4.8% | +199.5% | +192.9% |
| 10Y | +52.5% | +82.3% | -29.8% | +11.2% |
| All | +126.5% | +107.4% | +19.1% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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