+5.3%
INDA vs ADVB
-95.9%
+101.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +42.7% | -42.7% | +0.1% |
| 7D | +3.1% | +74.2% | -71.2% | +3.4% |
| 30D | +9.1% | -35.9% | +45.0% | +9.0% |
| 3M | +3.2% | -56.4% | +59.7% | +2.9% |
| 6M | +8.5% | -36.7% | +45.2% | +7.9% |
| YTD | -4.6% | -43.3% | +38.7% | -5.2% |
| 1Y | -5.5% | -63.4% | +57.9% | -5.4% |
| All | +5.3% | -95.9% | +101.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling