+129.0%
F vs INDA
+115.1%
+13.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +0.7% | +4.6% | +4.9% |
| 30D | +4.6% | -0.8% | +5.4% | +5.1% |
| 3M | -3.7% | +3.9% | -7.6% | -5.8% |
| 6M | +16.8% | -0.7% | +17.5% | +17.5% |
| YTD | +15.3% | -7.7% | +23.0% | +20.8% |
| 1Y | +31.0% | -5.1% | +36.1% | +34.9% |
| 3Y | +45.4% | +13.6% | +31.8% | +34.5% |
| 5Y | +54.7% | +7.8% | +46.9% | +48.5% |
| 10Y | +98.2% | +84.6% | +13.6% | +41.0% |
| All | +129.0% | +115.1% | +13.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling