-16.4%
IDXX vs INDA
-5.0%
-11.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.9% |
| 30D | -8.4% | -0.8% | -7.7% | -8.0% |
| 3M | -5.2% | +3.9% | -9.1% | -7.2% |
| 6M | -17.5% | -0.7% | -16.8% | -17.9% |
| YTD | -20.9% | -7.7% | -13.2% | -19.7% |
| 1Y | -16.4% | -5.1% | -11.3% | -14.9% |
| All | -16.4% | -5.0% | -11.4% | -14.9% |
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