+153.8%
B vs INDA
+7.2%
+146.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -0.6% |
| 7D | +2.3% | -1.0% | +3.3% | +2.9% |
| 30D | +1.4% | -2.5% | +3.9% | +2.8% |
| 3M | +12.2% | +4.0% | +8.2% | +10.2% |
| 6M | -2.1% | -1.8% | -0.3% | -1.2% |
| YTD | +2.9% | -9.2% | +12.1% | +7.5% |
| 1Y | +55.3% | -7.2% | +62.5% | +60.7% |
| 3Y | +198.7% | +9.8% | +188.9% | +190.4% |
| 5Y | +153.8% | +7.5% | +146.3% | +147.9% |
| All | +153.8% | +7.2% | +146.6% | +147.9% |
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 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