+17.6%
INDA vs CAPR
+242.0%
-224.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +1.0% |
| 7D | +6.1% | +36.0% | -29.9% | +6.1% |
| 30D | +11.7% | +25.8% | -14.1% | +11.7% |
| 3M | +2.1% | +140.8% | -138.8% | +2.1% |
| 6M | +3.2% | -67.6% | +70.7% | +3.2% |
| YTD | -4.9% | -65.9% | +61.0% | -4.9% |
| 1Y | -4.4% | +66.1% | -70.5% | -4.4% |
| 3Y | +17.6% | +256.9% | -239.3% | +15.5% |
| All | +17.6% | +242.0% | -224.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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