+153.7%
ALL vs INDA
+10.1%
+143.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -4.7% | -2.5% | -2.1% | -4.3% |
| 3M | +18.4% | +4.0% | +14.4% | +17.3% |
| 6M | +20.5% | -1.8% | +22.3% | +20.9% |
| YTD | +23.5% | -9.2% | +32.7% | +26.4% |
| 1Y | +29.0% | -7.2% | +36.2% | +31.0% |
| 3Y | +153.7% | +9.8% | +143.9% | +143.0% |
| All | +153.7% | +10.1% | +143.6% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling