+7.8%
INDA vs ALK
-34.8%
+42.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +6.6% | +9.0% | -2.4% | +5.2% |
| 30D | +10.4% | -1.6% | +12.0% | +10.4% |
| 3M | +1.5% | -23.2% | +24.7% | +5.1% |
| 6M | +1.7% | -3.9% | +5.6% | +1.5% |
| YTD | -5.8% | -22.6% | +16.7% | -4.0% |
| 1Y | -5.1% | -5.3% | +0.2% | -5.9% |
| 3Y | +16.0% | +18.6% | -2.6% | +4.5% |
| All | +7.8% | -34.8% | +42.5% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling