+97.1%
INDA vs ALK
-41.7%
+138.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +6.6% | +9.0% | -2.4% | +4.7% |
| 30D | +10.4% | -1.6% | +12.0% | +10.5% |
| 3M | +1.5% | -23.2% | +24.7% | +6.5% |
| 6M | +1.7% | -3.9% | +5.6% | +1.3% |
| YTD | -5.8% | -22.6% | +16.7% | -3.0% |
| 1Y | -5.1% | -5.3% | +0.2% | -6.4% |
| 3Y | +16.0% | +18.6% | -2.6% | +2.5% |
| 5Y | +9.3% | -34.4% | +43.7% | +8.9% |
| All | +97.1% | -41.7% | +138.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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