+4.6%
F vs INDA
+2.3%
+2.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -2.6% |
| 7D | +1.6% | +6.6% | -5.1% | -5.5% |
| 30D | +2.6% | +10.4% | -7.7% | -8.1% |
| 3M | -8.8% | +1.5% | -10.3% | -9.6% |
| 6M | +4.6% | +1.7% | +2.9% | +6.4% |
| All | +4.6% | +2.3% | +2.4% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling