+54.0%
INDA vs EQH
+230.1%
-176.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | -3.6% | -1.8% | -1.9% | -3.2% |
| 30D | -4.0% | +2.4% | -6.4% | -4.7% |
| 3M | +1.7% | +26.3% | -24.6% | -5.1% |
| 6M | -3.6% | +35.8% | -39.5% | -12.2% |
| YTD | -11.0% | +12.7% | -23.7% | -14.8% |
| 1Y | -9.5% | +2.5% | -12.0% | -11.4% |
| 3Y | +7.6% | +98.6% | -91.0% | -16.3% |
| 5Y | +4.8% | +101.7% | -96.9% | -21.2% |
| All | +54.0% | +230.1% | -176.0% | -10.2% |
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