+111.6%
INDA vs BR
+820.5%
-708.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.7% |
| 7D | -1.0% | -5.9% | +5.0% | +1.2% |
| 30D | -2.5% | +1.9% | -4.4% | -3.4% |
| 3M | +4.0% | +14.7% | -10.7% | -1.8% |
| 6M | -1.8% | -12.8% | +11.0% | +2.5% |
| YTD | -9.2% | -23.0% | +13.9% | -0.9% |
| 1Y | -7.2% | -31.7% | +24.5% | +6.1% |
| 3Y | +9.8% | -4.8% | +14.6% | +7.2% |
| 5Y | +7.5% | +7.8% | -0.3% | -3.1% |
| 10Y | +80.8% | +184.1% | -103.3% | -3.0% |
| All | +111.6% | +820.5% | -708.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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