+16.0%
INDA vs BURL
+86.7%
-70.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +6.6% | +4.1% | +2.6% | +6.3% |
| 30D | +10.4% | -9.5% | +19.8% | +11.2% |
| 3M | +1.5% | -33.5% | +35.1% | +4.9% |
| 6M | +1.7% | -22.1% | +23.8% | +3.4% |
| YTD | -5.8% | -14.6% | +8.7% | -4.9% |
| 1Y | -5.1% | -8.4% | +3.3% | -4.7% |
| 3Y | +16.0% | +86.6% | -70.6% | +14.5% |
| All | +16.0% | +86.7% | -70.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling