-9.5%
ICE vs INDA
-8.4%
-1.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | +4.0% | -2.8% | +6.8% | +4.3% |
| 3M | +13.7% | +1.6% | +12.0% | +13.3% |
| 6M | +0.9% | -1.4% | +2.4% | +0.5% |
| YTD | -2.1% | -10.1% | +8.0% | -2.7% |
| 1Y | -9.5% | -8.8% | -0.7% | -10.1% |
| All | -9.5% | -8.4% | -1.1% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling