+115.1%
INDA vs CAPR
-96.2%
+211.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.7% | -2.0% | +2.7% | +0.7% |
| 30D | -0.8% | +139.2% | -140.0% | -1.7% |
| 3M | +3.9% | -66.4% | +70.3% | +4.3% |
| 6M | -0.7% | -63.1% | +62.4% | -0.5% |
| YTD | -7.7% | -67.4% | +59.8% | -7.4% |
| 1Y | -5.1% | +58.2% | -63.3% | -8.4% |
| 3Y | +13.6% | +42.2% | -28.6% | +7.8% |
| 5Y | +7.8% | +87.3% | -79.4% | +1.0% |
| 10Y | +84.6% | -75.3% | +159.9% | +66.3% |
| All | +115.1% | -96.2% | +211.4% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling