+1,061.6%
ALL vs INDA
+115.1%
+946.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -1.5% | -0.8% | -0.7% | -1.2% |
| 3M | +23.6% | +3.9% | +19.7% | +21.6% |
| 6M | +22.3% | -0.7% | +23.1% | +22.1% |
| YTD | +26.5% | -7.7% | +34.2% | +29.8% |
| 1Y | +27.0% | -5.1% | +32.1% | +28.7% |
| 3Y | +149.6% | +13.6% | +135.9% | +134.1% |
| 5Y | +118.1% | +7.8% | +110.3% | +107.5% |
| 10Y | +369.0% | +84.6% | +284.3% | +249.0% |
| All | +1,061.6% | +115.1% | +946.5% | +698.6% |
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