+20.1%
B vs INDA
+115.1%
-95.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +9.4% | -0.8% | +10.2% | +9.7% |
| 3M | +5.0% | +3.9% | +1.0% | +3.9% |
| 6M | -3.5% | -0.7% | -2.8% | -3.2% |
| YTD | +4.5% | -7.7% | +12.1% | +6.8% |
| 1Y | +67.8% | -5.1% | +72.9% | +70.4% |
| 3Y | +196.7% | +13.6% | +183.1% | +187.9% |
| 5Y | +151.9% | +7.8% | +144.1% | +146.6% |
| 10Y | +202.2% | +84.6% | +117.5% | +151.2% |
| All | +20.1% | +115.1% | -95.0% | -5.1% |
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