+107.5%
INDA vs ALM
+2,040.7%
-1,933.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +0.8% |
| 7D | +6.2% | -6.3% | +12.5% | +6.3% |
| 30D | +12.4% | -31.4% | +43.8% | +13.3% |
| 3M | +3.2% | -40.6% | +43.7% | +4.3% |
| 6M | +3.8% | -58.6% | +62.4% | +5.5% |
| YTD | -4.3% | -7.6% | +3.3% | -4.6% |
| 1Y | -4.5% | +13.8% | -18.3% | -5.3% |
| 3Y | +17.1% | +842.1% | -825.0% | +8.8% |
| 5Y | +11.0% | +407.4% | -396.4% | +3.8% |
| 10Y | +107.5% | +2,079.4% | -1,971.9% | +88.8% |
| All | +107.5% | +2,040.7% | -1,933.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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