+150.3%
ALL vs INDA
+9.7%
+140.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.9% | +6.1% | -10.0% | -5.5% |
| 30D | +10.6% | +11.7% | -1.1% | +7.1% |
| 3M | -4.6% | +2.1% | -6.6% | -5.2% |
| 6M | +20.2% | +3.2% | +17.0% | +18.9% |
| YTD | +23.7% | -4.9% | +28.6% | +25.7% |
| 1Y | +27.9% | -4.4% | +32.2% | +29.6% |
| 3Y | +109.2% | +17.6% | +91.6% | +93.0% |
| All | +150.3% | +9.7% | +140.6% | +127.9% |
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