+226.1%
ACWI vs INDA
+80.4%
+145.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | -0.2% | -2.5% | +2.3% | +1.2% |
| 3M | +4.7% | +4.0% | +0.7% | +2.4% |
| 6M | +14.5% | -1.8% | +16.3% | +15.5% |
| YTD | +14.6% | -9.2% | +23.8% | +20.6% |
| 1Y | +21.4% | -7.2% | +28.6% | +26.2% |
| 3Y | +77.6% | +9.8% | +67.8% | +67.1% |
| 5Y | +68.1% | +7.5% | +60.6% | +59.6% |
| 10Y | +226.1% | +80.8% | +145.4% | +133.7% |
| All | +226.1% | +80.4% | +145.7% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling