+1,066.4%
IDXX vs INDA
+109.4%
+957.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -4.6% |
| 30D | -11.5% | -2.8% | -8.8% | -10.4% |
| 3M | -9.5% | +1.6% | -11.2% | -10.2% |
| 6M | -16.0% | -1.4% | -14.5% | -15.4% |
| YTD | -25.4% | -10.1% | -15.3% | -21.8% |
| 1Y | -21.8% | -8.8% | -13.0% | -18.6% |
| 3Y | +7.0% | +7.6% | -0.6% | +3.1% |
| 5Y | -26.0% | +5.8% | -31.7% | -28.1% |
| 10Y | +358.9% | +84.0% | +274.9% | +251.3% |
| All | +1,066.4% | +109.4% | +957.0% | +745.3% |
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