+1.6%
B vs INDA
+122.2%
-120.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +3.1% | -9.3% | -7.0% |
| 30D | -6.6% | +9.1% | -15.7% | -9.0% |
| 3M | -7.9% | +3.2% | -11.1% | -8.7% |
| 6M | -16.8% | +8.5% | -25.3% | -18.6% |
| YTD | -11.7% | -4.6% | -7.0% | -10.5% |
| 1Y | +3.5% | -5.5% | +9.0% | +5.2% |
| 3Y | +165.7% | +16.7% | +149.0% | +155.8% |
| 5Y | +108.4% | +9.0% | +99.4% | +103.2% |
| 10Y | +212.7% | +116.6% | +96.0% | +147.9% |
| All | +1.6% | +122.2% | -120.6% | -20.5% |
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