+145.7%
INDA vs ALM
+3,798.4%
-3,652.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.0% | +1.0% |
| 7D | +6.1% | +0.7% | +5.4% | +6.1% |
| 30D | +11.7% | -26.1% | +37.8% | +11.7% |
| 3M | +2.1% | -38.1% | +40.2% | +2.1% |
| 6M | +3.2% | -55.4% | +58.6% | +3.2% |
| YTD | -4.9% | -0.4% | -4.5% | -4.9% |
| 1Y | -4.4% | +25.4% | -29.7% | -4.4% |
| 3Y | +17.6% | +907.8% | -890.2% | +17.4% |
| 5Y | +9.9% | +440.2% | -430.3% | +9.7% |
| 10Y | +102.7% | +2,031.1% | -1,928.5% | +102.6% |
| All | +145.7% | +3,798.4% | -3,652.8% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling