+461.3%
DIA vs INDA
+115.1%
+346.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +0.7% | -0.9% | -0.5% |
| 30D | -1.5% | -0.8% | -0.7% | -1.2% |
| 3M | +3.8% | +3.9% | -0.2% | +2.0% |
| 6M | +10.3% | -0.7% | +11.0% | +10.5% |
| YTD | +12.1% | -7.7% | +19.8% | +15.9% |
| 1Y | +18.6% | -5.1% | +23.7% | +21.1% |
| 3Y | +60.6% | +13.6% | +47.0% | +50.4% |
| 5Y | +64.4% | +7.8% | +56.6% | +57.0% |
| 10Y | +250.1% | +84.6% | +165.5% | +158.3% |
| All | +461.3% | +115.1% | +346.2% | +287.0% |
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