+112.0%
IBM vs INDA
+7.2%
+104.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.4% |
| 7D | +0.3% | -1.0% | +1.3% | +0.8% |
| 30D | -1.5% | -2.5% | +1.1% | -0.3% |
| 3M | -16.8% | +4.0% | -20.7% | -18.4% |
| 6M | -9.0% | -1.8% | -7.2% | -8.4% |
| YTD | -20.1% | -9.2% | -10.9% | -16.4% |
| 1Y | -7.0% | -7.2% | +0.2% | -3.8% |
| 3Y | +72.4% | +9.8% | +62.6% | +64.5% |
| 5Y | +112.0% | +7.5% | +104.5% | +104.3% |
| All | +112.0% | +7.2% | +104.8% | +104.3% |
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