+114.8%
ALL vs INDA
+7.2%
+107.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -1.9% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -4.7% | -2.5% | -2.1% | -4.0% |
| 3M | +18.4% | +4.0% | +14.4% | +16.8% |
| 6M | +20.5% | -1.8% | +22.3% | +20.9% |
| YTD | +23.5% | -9.2% | +32.7% | +27.3% |
| 1Y | +29.0% | -7.2% | +36.2% | +31.6% |
| 3Y | +153.7% | +9.8% | +143.9% | +139.7% |
| 5Y | +114.8% | +7.5% | +107.3% | +98.1% |
| All | +114.8% | +7.2% | +107.6% | +98.1% |
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