+150.6%
INDA vs BURL
+987.9%
-837.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | +5.5% | +3.5% | +2.0% | +4.9% |
| 30D | +7.0% | -9.3% | +16.3% | +8.7% |
| 3M | -0.6% | -32.1% | +31.5% | +5.7% |
| 6M | +1.7% | -19.8% | +21.6% | +4.8% |
| YTD | -7.5% | -13.2% | +5.7% | -6.2% |
| 1Y | -7.9% | -7.8% | 0.0% | -7.9% |
| 3Y | +14.1% | +89.3% | -75.2% | -3.0% |
| 5Y | +7.4% | -15.8% | +23.2% | +3.2% |
| 10Y | +98.7% | +262.2% | -163.5% | +42.0% |
| All | +150.6% | +987.9% | -837.3% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling