+81.0%
F vs INDA
+104.1%
-23.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | -0.6% | +6.1% | -6.7% | -4.6% |
| 30D | +2.9% | +11.7% | -8.8% | -4.6% |
| 3M | -9.5% | +2.1% | -11.5% | -10.7% |
| 6M | +4.0% | +3.2% | +0.9% | +2.0% |
| YTD | -1.3% | -4.9% | +3.6% | +2.2% |
| 1Y | -1.9% | -4.4% | +2.4% | +1.0% |
| 3Y | +53.5% | +17.6% | +35.9% | +36.2% |
| 5Y | -15.1% | +9.9% | -25.0% | -20.8% |
| 10Y | +81.0% | +102.7% | -21.7% | +19.2% |
| All | +81.0% | +104.1% | -23.1% | +19.2% |
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 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