-16.3%
A vs INDA
+4.5%
-20.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.3% |
| 7D | -4.6% | -3.6% | -0.9% | -2.1% |
| 30D | -4.3% | -4.0% | -0.3% | -1.5% |
| 3M | +8.9% | +1.7% | +7.2% | +7.5% |
| 6M | +24.5% | -3.6% | +28.2% | +27.6% |
| YTD | +5.8% | -11.0% | +16.8% | +14.7% |
| 1Y | +16.2% | -9.5% | +25.7% | +24.2% |
| 3Y | +28.5% | +7.6% | +20.8% | +17.9% |
| 5Y | -16.3% | +4.8% | -21.1% | -24.3% |
| All | -16.3% | +4.5% | -20.8% | -24.3% |
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