+7.5%
INDA vs ALM
+1,033.0%
-1,025.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.5% | -1.9% |
| 7D | -1.0% | +8.4% | -9.4% | -1.2% |
| 30D | -2.5% | +34.8% | -37.4% | -3.3% |
| 3M | +4.0% | +16.2% | -12.2% | +3.3% |
| 6M | -1.8% | +2.1% | -3.9% | -2.4% |
| YTD | -9.2% | +117.0% | -126.2% | -11.1% |
| 1Y | -7.2% | +313.9% | -321.0% | -10.8% |
| 3Y | +9.8% | +2,327.9% | -2,318.1% | -0.6% |
| 5Y | +7.5% | +1,040.6% | -1,033.1% | -1.8% |
| All | +7.5% | +1,033.0% | -1,025.5% | -1.8% |
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 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