+83.2%
INDA vs ALLE
+145.7%
-62.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -0.8% | -6.8% | +6.0% | +1.5% |
| 3M | +3.9% | +21.0% | -17.1% | -3.1% |
| 6M | -0.7% | +1.1% | -1.8% | -1.8% |
| YTD | -7.7% | -0.5% | -7.1% | -8.6% |
| 1Y | -5.1% | -7.3% | +2.2% | -3.9% |
| 3Y | +13.6% | +42.3% | -28.6% | -4.1% |
| 5Y | +7.8% | +13.5% | -5.7% | -2.1% |
| All | +83.2% | +145.7% | -62.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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