+82.0%
INDA vs BURL
+215.5%
-133.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | -0.8% | -28.2% | +27.4% | +4.9% |
| 3M | +3.9% | -17.6% | +21.5% | +7.2% |
| 6M | -0.7% | -11.8% | +11.1% | +0.8% |
| YTD | -7.7% | -8.1% | +0.5% | -7.0% |
| 1Y | -5.1% | -12.0% | +6.9% | -4.2% |
| 3Y | +13.6% | +63.3% | -49.7% | -1.3% |
| 5Y | +7.8% | -10.8% | +18.6% | +3.2% |
| All | +82.0% | +215.5% | -133.4% | +34.0% |
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