+55.5%
INDA vs EQH
+234.7%
-179.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | -2.8% | +2.8% | -5.6% | -3.6% |
| 3M | +1.6% | +23.1% | -21.5% | -4.4% |
| 6M | -1.4% | +41.4% | -42.8% | -11.2% |
| YTD | -10.1% | +14.3% | -24.4% | -14.3% |
| 1Y | -8.8% | +1.6% | -10.4% | -10.4% |
| 3Y | +7.6% | +102.7% | -95.1% | -16.8% |
| 5Y | +5.8% | +104.5% | -98.8% | -20.7% |
| All | +55.5% | +234.7% | -179.2% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling