-29.4%
EW vs INDA
+5.9%
-35.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -5.1% | -2.6% | -2.5% | -3.7% |
| 30D | -6.4% | -2.9% | -3.4% | -4.8% |
| 3M | -1.6% | +2.4% | -3.9% | -2.9% |
| 6M | +2.3% | -2.6% | +4.9% | +3.7% |
| YTD | +1.1% | -10.0% | +11.0% | +7.0% |
| 1Y | +8.0% | -7.7% | +15.7% | +12.5% |
| 3Y | +16.3% | +8.9% | +7.5% | +5.9% |
| 5Y | -29.4% | +6.0% | -35.4% | -35.3% |
| All | -29.4% | +5.9% | -35.3% | -35.3% |
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