+1,093.5%
ALL vs INDA
+122.2%
+971.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | 0.0% | +3.1% | -3.1% | -1.2% |
| 30D | +12.8% | +9.1% | +3.7% | +9.1% |
| 3M | +4.7% | +3.2% | +1.5% | +3.3% |
| 6M | +24.9% | +8.5% | +16.5% | +20.8% |
| YTD | +30.0% | -4.6% | +34.6% | +31.7% |
| 1Y | +29.9% | -5.5% | +35.5% | +32.0% |
| 3Y | +117.5% | +16.7% | +100.8% | +102.0% |
| 5Y | +161.7% | +9.0% | +152.7% | +148.0% |
| 10Y | +377.1% | +116.6% | +260.4% | +238.4% |
| All | +1,093.5% | +122.2% | +971.3% | +710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling