+16.2%
A vs INDA
-9.3%
+25.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.5% |
| 7D | -4.6% | -3.6% | -0.9% | -2.7% |
| 30D | -4.3% | -4.0% | -0.3% | -2.2% |
| 3M | +8.9% | +1.7% | +7.2% | +8.0% |
| 6M | +24.5% | -3.6% | +28.2% | +27.0% |
| YTD | +5.8% | -11.0% | +16.8% | +10.9% |
| 1Y | +16.2% | -9.5% | +25.7% | +19.5% |
| All | +16.2% | -9.3% | +25.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling