-12.1%
DOW vs INDA
+49.8%
-61.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.7% |
| 7D | -1.4% | -2.7% | +1.3% | +0.5% |
| 30D | -3.9% | -2.8% | -1.2% | -2.1% |
| 3M | -12.7% | +1.6% | -14.3% | -14.2% |
| 6M | -13.7% | -1.4% | -12.3% | -14.7% |
| YTD | +28.4% | -10.1% | +38.5% | +36.3% |
| 1Y | +21.8% | -8.8% | +30.5% | +27.3% |
| 3Y | -35.7% | +7.6% | -43.3% | -41.6% |
| 5Y | -36.8% | +5.8% | -42.6% | -42.4% |
| All | -12.1% | +49.8% | -61.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling