+50.4%
INDA vs ALC
+21.6%
+28.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.0% |
| 7D | -1.0% | -3.7% | +2.7% | +0.2% |
| 30D | -2.5% | -3.7% | +1.2% | -1.5% |
| 3M | +4.0% | +4.6% | -0.6% | +2.2% |
| 6M | -1.8% | -14.6% | +12.8% | +2.5% |
| YTD | -9.2% | -11.9% | +2.7% | -6.4% |
| 1Y | -7.2% | -13.1% | +6.0% | -4.2% |
| 3Y | +9.8% | -15.0% | +24.8% | +11.3% |
| 5Y | +7.5% | -16.2% | +23.7% | +7.7% |
| All | +50.4% | +21.6% | +28.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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