+9.9%
INDA vs CAPR
+160.6%
-150.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +1.0% |
| 7D | +6.1% | +36.0% | -29.9% | +6.0% |
| 30D | +11.7% | +25.8% | -14.1% | +11.6% |
| 3M | +2.1% | +140.8% | -138.8% | +1.8% |
| 6M | +3.2% | -67.6% | +70.7% | +3.3% |
| YTD | -4.9% | -65.9% | +61.0% | -4.8% |
| 1Y | -4.4% | +66.1% | -70.5% | -5.3% |
| 3Y | +17.6% | +256.9% | -239.3% | +10.3% |
| 5Y | +9.9% | +172.1% | -162.2% | -2.7% |
| All | +9.9% | +160.6% | -150.7% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling