+143.7%
AR vs INDA
+5.9%
+137.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -1.2% | -2.6% | +1.4% | -0.1% |
| 30D | +5.5% | -2.9% | +8.5% | +6.8% |
| 3M | +12.9% | +2.4% | +10.5% | +11.4% |
| 6M | +0.1% | -2.6% | +2.7% | +0.7% |
| YTD | +13.5% | -10.0% | +23.5% | +19.2% |
| 1Y | +21.6% | -7.7% | +29.2% | +25.6% |
| 3Y | +46.0% | +8.9% | +37.1% | +34.2% |
| 5Y | +143.7% | +6.0% | +137.8% | +134.7% |
| All | +143.7% | +5.9% | +137.8% | +134.7% |
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