+119.4%
INDA vs ALK
+120.7%
-1.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +6.6% | +9.0% | -2.4% | +4.6% |
| 30D | +10.4% | -1.6% | +12.0% | +10.5% |
| 3M | +1.5% | -23.2% | +24.7% | +6.7% |
| 6M | +1.7% | -3.9% | +5.6% | +1.3% |
| YTD | -5.8% | -22.6% | +16.7% | -2.9% |
| 1Y | -5.1% | -5.3% | +0.2% | -6.5% |
| 3Y | +16.0% | +18.6% | -2.6% | +2.6% |
| 5Y | +9.3% | -34.4% | +43.7% | +8.8% |
| 10Y | +102.1% | -40.8% | +142.9% | +83.2% |
| All | +119.4% | +120.7% | -1.3% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling