+14.6%
D vs INDA
+9.4%
+5.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +0.8% | +6.1% | -5.3% | -0.7% |
| 30D | +10.7% | +11.7% | -1.0% | +7.8% |
| 3M | +2.3% | +2.1% | +0.2% | +1.7% |
| 6M | +12.5% | +3.2% | +9.3% | +11.5% |
| YTD | +20.1% | -4.9% | +25.0% | +21.4% |
| 1Y | +15.6% | -4.4% | +19.9% | +16.6% |
| 3Y | +75.2% | +17.6% | +57.6% | +63.9% |
| 5Y | +14.6% | +9.9% | +4.7% | +8.5% |
| All | +14.6% | +9.4% | +5.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling