+9.1%
INDA vs ACM
+1.1%
+8.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +1.1% | +5.6% | -4.5% | 0.0% |
| 30D | +9.4% | +20.8% | -11.4% | +5.5% |
| 3M | +2.9% | +11.4% | -8.5% | +0.6% |
| 6M | +7.2% | +0.9% | +6.3% | +6.4% |
| YTD | -4.8% | -24.8% | +20.0% | -0.2% |
| 1Y | -5.1% | -46.4% | +41.4% | +6.9% |
| 3Y | +16.7% | -9.2% | +25.9% | +13.2% |
| All | +9.1% | +1.1% | +8.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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