+509.1%
A vs INDA
+121.8%
+387.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | 0.0% | +9.4% | -9.4% | -4.8% |
| 3M | +16.7% | +2.9% | +13.8% | +14.8% |
| 6M | +54.8% | +7.2% | +47.6% | +48.9% |
| YTD | +28.8% | -4.8% | +33.6% | +31.8% |
| 1Y | +19.3% | -5.1% | +24.4% | +22.2% |
| 3Y | +65.5% | +16.7% | +48.9% | +51.3% |
| 5Y | +12.1% | +8.8% | +3.3% | +6.1% |
| 10Y | +305.4% | +116.2% | +189.2% | +163.2% |
| All | +509.1% | +121.8% | +387.3% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling