+162.1%
EQX vs INDA
+7.9%
+154.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.8% |
| 7D | -3.2% | -2.7% | -0.5% | -0.7% |
| 30D | +7.8% | -2.8% | +10.5% | +10.6% |
| 3M | +21.3% | +1.6% | +19.7% | +20.0% |
| 6M | -22.4% | -1.4% | -21.0% | -21.2% |
| YTD | -11.3% | -10.1% | -1.2% | -4.3% |
| 1Y | +13.5% | -8.8% | +22.3% | +21.0% |
| 3Y | +162.1% | +7.6% | +154.5% | +129.9% |
| All | +162.1% | +7.9% | +154.3% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling