+461.1%
C vs INDA
+115.1%
+345.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +0.7% | +2.9% | +3.1% |
| 30D | +0.1% | -0.8% | +0.9% | +0.6% |
| 3M | +2.4% | +3.9% | -1.5% | -0.4% |
| 6M | +24.9% | -0.7% | +25.6% | +25.4% |
| YTD | +19.8% | -7.7% | +27.5% | +26.7% |
| 1Y | +44.9% | -5.1% | +50.0% | +49.9% |
| 3Y | +263.0% | +13.6% | +249.3% | +227.5% |
| 5Y | +129.5% | +7.8% | +121.7% | +115.2% |
| 10Y | +291.6% | +84.6% | +207.0% | +146.0% |
| All | +461.1% | +115.1% | +345.9% | +219.4% |
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