+149.3%
D vs INDA
+122.4%
+26.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.4% | +3.1% | -5.5% | -3.3% |
| 30D | +9.0% | +11.3% | -2.3% | +5.7% |
| 3M | +1.0% | +3.0% | -2.0% | 0.0% |
| 6M | +11.0% | +6.5% | +4.4% | +8.8% |
| YTD | +19.8% | -4.6% | +24.3% | +21.0% |
| 1Y | +16.0% | -5.8% | +21.7% | +17.6% |
| 3Y | +74.4% | +16.8% | +57.6% | +64.7% |
| 5Y | +13.5% | +10.4% | +3.2% | +8.6% |
| 10Y | +48.4% | +116.8% | -68.5% | +12.0% |
| All | +149.3% | +122.4% | +26.9% | +82.1% |
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