+117.0%
IBM vs INDA
+115.1%
+1.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +0.3% | -0.8% | +1.1% | +0.6% |
| 3M | -21.6% | +3.9% | -25.5% | -22.9% |
| 6M | -4.7% | -0.7% | -4.0% | -4.6% |
| YTD | -19.1% | -7.7% | -11.4% | -16.4% |
| 1Y | -2.5% | -5.1% | +2.6% | -0.5% |
| 3Y | +74.2% | +13.6% | +60.5% | +64.4% |
| 5Y | +113.1% | +7.8% | +105.3% | +104.4% |
| 10Y | +133.5% | +84.6% | +48.9% | +74.6% |
| All | +117.0% | +115.1% | +1.9% | +51.1% |
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