+116.3%
INDA vs BURL
+244.4%
-128.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +3.1% | +0.4% | +2.6% | +3.0% |
| 30D | +9.1% | -4.3% | +13.5% | +9.9% |
| 3M | +3.2% | -28.8% | +32.0% | +9.0% |
| 6M | +8.5% | -12.8% | +21.3% | +10.2% |
| YTD | -4.6% | -12.8% | +8.2% | -3.4% |
| 1Y | -5.5% | -12.3% | +6.7% | -4.7% |
| 3Y | +16.7% | +92.7% | -76.0% | -2.2% |
| 5Y | +9.0% | -6.5% | +15.5% | +2.7% |
| All | +116.3% | +244.4% | -128.1% | +60.0% |
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