+787.3%
EW vs INDA
+122.2%
+665.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.9% | +3.1% | +1.9% | +3.6% |
| 30D | +24.1% | +9.1% | +15.0% | +19.6% |
| 3M | +13.7% | +3.2% | +10.5% | +12.2% |
| 6M | +32.7% | +8.5% | +24.2% | +28.1% |
| YTD | +24.1% | -4.6% | +28.7% | +26.3% |
| 1Y | +23.6% | -5.5% | +29.1% | +26.3% |
| 3Y | +64.8% | +16.7% | +48.1% | +52.8% |
| 5Y | -8.8% | +9.0% | -17.8% | -13.1% |
| 10Y | +248.8% | +116.6% | +132.1% | +148.8% |
| All | +787.3% | +122.2% | +665.1% | +527.2% |
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