+40.0%
ICE vs INDA
+4.5%
+35.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -5.3% | -3.6% | -1.7% | -4.0% |
| 30D | +3.0% | -4.0% | +7.0% | +4.6% |
| 3M | +11.4% | +1.7% | +9.7% | +10.5% |
| 6M | -2.0% | -3.6% | +1.6% | -0.9% |
| YTD | -3.1% | -11.0% | +7.9% | +1.3% |
| 1Y | -8.4% | -9.5% | +1.1% | -5.0% |
| 3Y | +40.7% | +7.6% | +33.1% | +30.5% |
| 5Y | +40.0% | +4.8% | +35.2% | +28.4% |
| All | +40.0% | +4.5% | +35.5% | +28.4% |
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