+127.6%
IBM vs INDA
+122.2%
+5.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.3% | +3.1% | -3.4% | -1.6% |
| 30D | +6.8% | +9.1% | -2.4% | +2.9% |
| 3M | +4.4% | +3.2% | +1.2% | +3.0% |
| 6M | +13.2% | +8.5% | +4.7% | +9.2% |
| YTD | -15.1% | -4.6% | -10.5% | -13.6% |
| 1Y | -20.2% | -5.5% | -14.7% | -18.5% |
| 3Y | +79.3% | +16.7% | +62.6% | +67.3% |
| 5Y | +147.5% | +9.0% | +138.5% | +136.0% |
| 10Y | +140.2% | +116.6% | +23.5% | +70.4% |
| All | +127.6% | +122.2% | +5.4% | +56.2% |
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