+107.5%
INDA vs BURL
+247.8%
-140.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +6.2% | +5.9% | +0.3% | +5.1% |
| 30D | +12.4% | -8.3% | +20.7% | +13.9% |
| 3M | +3.2% | -31.6% | +34.8% | +9.8% |
| 6M | +3.8% | -16.6% | +20.4% | +6.2% |
| YTD | -4.3% | -12.1% | +7.8% | -3.2% |
| 1Y | -4.5% | -10.0% | +5.5% | -4.1% |
| 3Y | +17.1% | +94.3% | -77.2% | -2.0% |
| 5Y | +11.0% | -13.2% | +24.3% | +6.6% |
| 10Y | +107.5% | +252.5% | -145.0% | +53.9% |
| All | +107.5% | +247.8% | -140.3% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling