+55.9%
INDA vs ALC
+31.8%
+24.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | +6.6% | +4.9% | +1.8% | +5.0% |
| 30D | +10.4% | +19.0% | -8.6% | +4.5% |
| 3M | +1.5% | +7.8% | -6.2% | -1.1% |
| 6M | +1.7% | +14.6% | -12.9% | -3.1% |
| YTD | -5.8% | -4.4% | -1.4% | -5.5% |
| 1Y | -5.1% | +1.4% | -6.5% | -6.8% |
| 3Y | +16.0% | +2.5% | +13.5% | +9.8% |
| 5Y | +9.3% | -10.9% | +20.2% | +7.7% |
| All | +55.9% | +31.8% | +24.1% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling