+5.7%
INDA vs ADVB
-97.4%
+103.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | +6.2% | -4.1% | +10.3% | +6.2% |
| 30D | +12.4% | -60.3% | +72.6% | +11.9% |
| 3M | +3.2% | -73.3% | +76.5% | +2.6% |
| 6M | +3.8% | -65.9% | +69.7% | +3.0% |
| YTD | -4.3% | -63.9% | +59.6% | -5.1% |
| 1Y | -4.5% | -74.1% | +69.7% | -4.8% |
| All | +5.7% | -97.4% | +103.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling