+400.9%
C vs INDA
+122.9%
+277.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -0.4% | +6.2% | -6.6% | -4.6% |
| 30D | -5.2% | +12.4% | -17.5% | -13.0% |
| 3M | -9.1% | +3.2% | -12.2% | -11.3% |
| 6M | -1.6% | +3.8% | -5.4% | -4.4% |
| YTD | +6.9% | -4.3% | +11.3% | +10.1% |
| 1Y | +23.0% | -4.5% | +27.5% | +26.6% |
| 3Y | +216.1% | +17.1% | +199.1% | +178.8% |
| 5Y | +112.2% | +11.0% | +101.2% | +94.4% |
| 10Y | +208.8% | +107.5% | +101.3% | +80.1% |
| All | +400.9% | +122.9% | +277.9% | +177.4% |
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