+115.1%
INDA vs ARWR
+1,576.5%
-1,461.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.6% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +3.9% | +14.9% | -10.9% | +2.8% |
| 6M | -0.7% | +32.6% | -33.3% | -2.8% |
| YTD | -7.7% | +30.0% | -37.7% | -9.6% |
| 1Y | -5.1% | +208.4% | -213.5% | -12.5% |
| 3Y | +13.6% | +208.8% | -195.2% | +1.8% |
| 5Y | +7.8% | +27.8% | -20.0% | -0.2% |
| 10Y | +84.6% | +1,107.6% | -1,022.9% | +45.4% |
| All | +115.1% | +1,576.5% | -1,461.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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