+67.0%
EWZ vs INDA
+112.6%
-45.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.6% | +3.1% | -2.5% | -2.1% |
| 30D | -25.5% | +11.3% | -36.8% | -32.3% |
| 3M | -4.5% | +3.0% | -7.5% | -7.3% |
| 6M | -15.3% | +6.5% | -21.8% | -20.3% |
| YTD | +3.1% | -4.6% | +7.6% | +6.5% |
| 1Y | +1.2% | -5.8% | +7.0% | +5.6% |
| 3Y | +19.3% | +16.8% | +2.5% | +0.3% |
| 5Y | +52.3% | +10.4% | +41.9% | +33.4% |
| 10Y | +67.0% | +116.8% | -49.8% | -21.7% |
| All | +67.0% | +112.6% | -45.6% | -21.7% |
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 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