+94.9%
F vs INDA
+119.4%
-24.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.7% |
| 7D | +1.6% | +6.6% | -5.1% | -2.2% |
| 30D | +2.6% | +10.4% | -7.7% | -3.1% |
| 3M | -8.8% | +1.5% | -10.3% | -9.6% |
| 6M | +4.6% | +1.7% | +2.9% | +3.8% |
| YTD | -1.9% | -5.8% | +3.9% | +1.7% |
| 1Y | -0.8% | -5.1% | +4.3% | +2.3% |
| 3Y | +43.5% | +16.0% | +27.5% | +31.3% |
| 5Y | -12.1% | +9.3% | -21.3% | -16.2% |
| 10Y | +83.6% | +102.1% | -18.5% | +25.7% |
| All | +94.9% | +119.4% | -24.5% | +28.4% |
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 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