+147.5%
INDA vs ALLY
+98.1%
+49.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +6.6% | +0.9% | +5.7% | +6.4% |
| 30D | +10.4% | +3.1% | +7.3% | +9.5% |
| 3M | +1.5% | -12.6% | +14.1% | +4.8% |
| 6M | +1.7% | -12.4% | +14.2% | +4.7% |
| YTD | -5.8% | -13.2% | +7.3% | -3.1% |
| 1Y | -5.1% | +1.8% | -6.9% | -6.2% |
| 3Y | +16.0% | +58.0% | -42.0% | -1.0% |
| 5Y | +9.3% | -8.4% | +17.7% | +4.4% |
| 10Y | +102.1% | +195.3% | -93.1% | +23.4% |
| All | +147.5% | +98.1% | +49.4% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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