+7.8%
INDA vs ALM
+396.4%
-388.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | +6.6% | -6.7% | +13.3% | +6.8% |
| 30D | +10.4% | -32.9% | +43.3% | +11.5% |
| 3M | +1.5% | -39.5% | +41.0% | +2.7% |
| 6M | +1.7% | -62.0% | +63.7% | +3.8% |
| YTD | -5.8% | -7.8% | +2.0% | -5.9% |
| 1Y | -5.1% | +26.7% | -31.8% | -5.9% |
| 3Y | +16.0% | +825.4% | -809.4% | +7.5% |
| All | +7.8% | +396.4% | -388.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling