+63.6%
DIA vs INDA
+5.9%
+57.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -1.2% | -2.6% | +1.4% | +0.2% |
| 30D | -2.7% | -2.9% | +0.2% | -1.1% |
| 3M | +3.3% | +2.4% | +0.9% | +1.9% |
| 6M | +10.4% | -2.6% | +13.1% | +11.8% |
| YTD | +10.0% | -10.0% | +19.9% | +16.0% |
| 1Y | +16.2% | -7.7% | +23.8% | +20.7% |
| 3Y | +58.7% | +8.9% | +49.9% | +47.1% |
| 5Y | +63.6% | +6.0% | +57.6% | +51.1% |
| All | +63.6% | +5.9% | +57.7% | +51.1% |
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 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