+14.0%
A vs INDA
+9.1%
+4.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -0.1% | +3.1% | -3.2% | -2.2% |
| 30D | +3.3% | +11.3% | -8.0% | -4.1% |
| 3M | +18.5% | +3.0% | +15.6% | +16.1% |
| 6M | +59.3% | +6.5% | +52.8% | +52.1% |
| YTD | +31.0% | -4.6% | +35.6% | +35.2% |
| 1Y | +19.3% | -5.8% | +25.1% | +24.2% |
| 3Y | +66.8% | +16.8% | +50.0% | +44.2% |
| All | +14.0% | +9.1% | +4.9% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling