+622.8%
EW vs INDA
+109.8%
+513.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -5.1% | -2.6% | -2.5% | -4.0% |
| 30D | -6.4% | -2.9% | -3.4% | -5.2% |
| 3M | -1.6% | +2.4% | -3.9% | -2.6% |
| 6M | +2.3% | -2.6% | +4.9% | +3.3% |
| YTD | +1.1% | -10.0% | +11.0% | +5.5% |
| 1Y | +8.0% | -7.7% | +15.7% | +11.4% |
| 3Y | +16.3% | +8.9% | +7.5% | +11.2% |
| 5Y | -29.4% | +6.0% | -35.4% | -31.9% |
| 10Y | +125.6% | +84.4% | +41.2% | +70.4% |
| All | +622.8% | +109.8% | +513.0% | +423.7% |
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