-15.8%
F vs INDA
+8.0%
-23.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -2.4% |
| 7D | +1.6% | +6.6% | -5.1% | -4.5% |
| 30D | +2.6% | +10.4% | -7.7% | -6.5% |
| 3M | -8.8% | +1.5% | -10.3% | -10.1% |
| 6M | +4.6% | +1.7% | +2.9% | +3.0% |
| YTD | -1.9% | -5.8% | +3.9% | +3.7% |
| 1Y | -0.8% | -5.1% | +4.3% | +3.9% |
| 3Y | +43.5% | +16.0% | +27.5% | +15.6% |
| All | -15.8% | +8.0% | -23.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling