+122.9%
INDA vs CAPR
-96.5%
+219.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.9% | +10.6% | +0.7% |
| 7D | +6.2% | +7.6% | -1.4% | +6.1% |
| 30D | +12.4% | +13.3% | -0.9% | +12.2% |
| 3M | +3.2% | +130.4% | -127.2% | +2.1% |
| 6M | +3.8% | -70.8% | +74.6% | +4.2% |
| YTD | -4.3% | -69.3% | +65.0% | -4.1% |
| 1Y | -4.5% | +59.5% | -64.0% | -7.8% |
| 3Y | +17.1% | +216.8% | -199.7% | +9.9% |
| 5Y | +11.0% | +152.7% | -141.7% | +3.6% |
| 10Y | +107.5% | -68.2% | +175.7% | +86.5% |
| All | +122.9% | -96.5% | +219.4% | +91.7% |
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 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