-5.8%
INDA vs ADVB
-73.0%
+67.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.0% | -10.2% | -0.1% |
| 7D | +3.1% | +10.5% | -7.4% | +3.3% |
| 30D | +11.3% | -56.0% | +67.3% | +10.2% |
| 3M | +3.0% | -70.1% | +73.1% | +1.6% |
| 6M | +6.5% | -53.7% | +60.2% | +5.8% |
| YTD | -4.6% | -60.3% | +55.7% | -5.0% |
| 1Y | -5.8% | -73.1% | +67.4% | -5.8% |
| All | -5.8% | -73.0% | +67.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling