+213.7%
ICE vs INDA
+84.7%
+129.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -1.3% |
| 30D | +4.0% | -2.8% | +6.8% | +5.2% |
| 3M | +13.7% | +1.6% | +12.0% | +12.8% |
| 6M | +0.9% | -1.4% | +2.4% | +1.2% |
| YTD | -2.1% | -10.1% | +8.0% | +1.9% |
| 1Y | -9.5% | -8.8% | -0.7% | -6.5% |
| 3Y | +42.1% | +7.6% | +34.5% | +35.3% |
| 5Y | +41.4% | +5.8% | +35.6% | +34.9% |
| All | +213.7% | +84.7% | +129.0% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling