+83.0%
IBM vs INDA
+17.1%
+65.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.7% | +3.1% | -4.8% | -3.2% |
| 30D | +10.1% | +11.3% | -1.2% | +4.4% |
| 3M | +4.8% | +3.0% | +1.8% | +3.3% |
| 6M | +12.6% | +6.5% | +6.1% | +9.0% |
| YTD | -13.9% | -4.6% | -9.4% | -11.9% |
| 1Y | -18.7% | -5.8% | -13.0% | -16.3% |
| All | +83.0% | +17.1% | +65.9% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling