+109.8%
INDA vs BG
+212.0%
-102.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -2.9% | +10.3% | -13.3% | -5.0% |
| 3M | +2.4% | -1.9% | +4.3% | +2.4% |
| 6M | -2.6% | +5.2% | -7.9% | -4.5% |
| YTD | -10.0% | +41.2% | -51.1% | -17.5% |
| 1Y | -7.7% | +50.5% | -58.2% | -16.9% |
| 3Y | +8.9% | +19.9% | -11.0% | +1.7% |
| 5Y | +6.0% | +86.7% | -80.7% | -14.9% |
| 10Y | +84.4% | +167.5% | -83.1% | +20.9% |
| All | +109.8% | +212.0% | -102.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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