+116.8%
INDA vs ALK
-41.4%
+158.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | +3.1% | +2.6% | +0.5% | +2.5% |
| 30D | +11.3% | +7.8% | +3.5% | +9.3% |
| 3M | +3.0% | -15.2% | +18.2% | +6.0% |
| 6M | +6.5% | +5.0% | +1.5% | +4.2% |
| YTD | -4.6% | -18.4% | +13.9% | -2.7% |
| 1Y | -5.8% | -2.4% | -3.4% | -7.7% |
| 3Y | +16.8% | +19.8% | -3.0% | +3.2% |
| 5Y | +10.4% | -27.8% | +38.2% | +7.7% |
| 10Y | +116.8% | -42.0% | +158.8% | +96.1% |
| All | +116.8% | -41.4% | +158.2% | +96.1% |
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