+13.5%
B vs INDA
+121.6%
-108.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +11.3% | +6.1% | +5.2% | +9.4% |
| 30D | +2.9% | +11.7% | -8.7% | -0.3% |
| 3M | -2.9% | +2.1% | -4.9% | -3.4% |
| 6M | -1.2% | +3.2% | -4.4% | -2.0% |
| YTD | -1.3% | -4.9% | +3.6% | +0.1% |
| 1Y | +30.4% | -4.4% | +34.8% | +32.1% |
| 3Y | +195.3% | +17.6% | +177.7% | +183.8% |
| 5Y | +146.2% | +9.9% | +136.4% | +139.7% |
| 10Y | +200.5% | +102.7% | +97.8% | +143.2% |
| All | +13.5% | +121.6% | -108.1% | -11.1% |
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