+387.7%
C vs INDA
+119.4%
+268.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.7% |
| 7D | -2.4% | +6.6% | -9.0% | -6.9% |
| 30D | -6.0% | +10.4% | -16.3% | -12.6% |
| 3M | -10.5% | +1.5% | -12.1% | -11.7% |
| 6M | -5.7% | +1.7% | -7.4% | -7.1% |
| YTD | +4.1% | -5.8% | +10.0% | +8.4% |
| 1Y | +20.5% | -5.1% | +25.6% | +24.6% |
| 3Y | +208.1% | +16.0% | +192.1% | +173.5% |
| 5Y | +110.4% | +9.3% | +101.1% | +95.0% |
| 10Y | +234.6% | +102.1% | +132.5% | +98.5% |
| All | +387.7% | +119.4% | +268.3% | +173.3% |
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