+17.2%
INDA vs BOXX
+18.5%
-1.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -2.8% | +0.3% | -3.1% | -2.8% |
| 3M | +1.6% | +1.0% | +0.6% | +1.6% |
| 6M | -1.4% | +1.9% | -3.4% | -1.2% |
| YTD | -10.1% | +2.7% | -12.8% | -9.6% |
| 1Y | -8.8% | +4.0% | -12.8% | -7.3% |
| 3Y | +7.6% | +14.7% | -7.0% | +35.2% |
| All | +17.2% | +18.5% | -1.2% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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