+211.9%
B vs INDA
+81.7%
+130.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +1.0% | -2.6% | +3.6% | +1.8% |
| 30D | +9.5% | -2.9% | +12.4% | +10.5% |
| 3M | +14.3% | +2.4% | +12.0% | +13.7% |
| 6M | -1.9% | -2.6% | +0.7% | -1.0% |
| YTD | +4.1% | -10.0% | +14.0% | +7.2% |
| 1Y | +56.1% | -7.7% | +63.8% | +59.8% |
| 3Y | +202.0% | +8.9% | +193.1% | +197.2% |
| 5Y | +158.8% | +6.0% | +152.8% | +155.3% |
| 10Y | +211.9% | +84.4% | +127.5% | +143.9% |
| All | +211.9% | +81.7% | +130.2% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling