+369.0%
ALL vs INDA
+112.6%
+256.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.6% | +3.1% | -5.7% | -3.9% |
| 30D | +12.7% | +11.3% | +1.4% | +7.6% |
| 3M | +0.4% | +3.0% | -2.6% | -1.0% |
| 6M | +23.8% | +6.5% | +17.2% | +20.0% |
| YTD | +27.8% | -4.6% | +32.3% | +29.7% |
| 1Y | +28.9% | -5.8% | +34.6% | +31.5% |
| 3Y | +113.9% | +16.8% | +97.1% | +95.5% |
| 5Y | +157.4% | +10.4% | +147.0% | +139.7% |
| 10Y | +369.0% | +116.8% | +252.2% | +225.7% |
| All | +369.0% | +112.6% | +256.4% | +225.7% |
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