+16.1%
INDA vs BOXX
+18.4%
-2.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | 0.0% | -3.7% | -3.6% |
| 30D | -4.0% | +0.3% | -4.2% | -4.0% |
| 3M | +1.7% | +1.0% | +0.7% | +1.7% |
| 6M | -3.6% | +1.9% | -5.6% | -3.4% |
| YTD | -11.0% | +2.6% | -13.6% | -10.4% |
| 1Y | -9.5% | +4.0% | -13.5% | -8.1% |
| 3Y | +7.6% | +14.6% | -7.0% | +35.4% |
| All | +16.1% | +18.4% | -2.3% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling