-44.8%
COMP vs INDA
+26.3%
-71.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | +0.7% | +0.7% | +0.4% |
| 30D | -13.3% | -0.8% | -12.5% | -12.3% |
| 3M | +41.1% | +3.9% | +37.2% | +34.8% |
| 6M | +17.2% | -0.7% | +17.9% | +20.6% |
| YTD | +5.2% | -7.7% | +12.9% | +17.9% |
| 1Y | +18.9% | -5.1% | +24.0% | +28.1% |
| 3Y | +215.9% | +13.6% | +202.3% | +148.9% |
| 5Y | -31.2% | +7.8% | -39.0% | -42.6% |
| All | -44.8% | +26.3% | -71.1% | -57.9% |
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