+85.2%
F vs INDA
+83.0%
+2.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +4.0% |
| 7D | -3.7% | -3.6% | -0.1% | -1.2% |
| 30D | -0.7% | -4.0% | +3.2% | +2.1% |
| 3M | -1.9% | +1.7% | -3.6% | -3.0% |
| 6M | +16.1% | -3.6% | +19.7% | +19.2% |
| YTD | +9.5% | -11.0% | +20.4% | +18.5% |
| 1Y | +27.2% | -9.5% | +36.7% | +35.9% |
| 3Y | +36.3% | +7.6% | +28.6% | +28.4% |
| 5Y | +49.3% | +4.8% | +44.5% | +44.2% |
| All | +85.2% | +83.0% | +2.3% | +27.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling