+80.8%
INDA vs CASY
+549.1%
-468.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.9% |
| 7D | -1.0% | -4.4% | +3.4% | +0.1% |
| 30D | -2.5% | -12.0% | +9.5% | +0.5% |
| 3M | +4.0% | -2.3% | +6.3% | +3.2% |
| 6M | -1.8% | +10.5% | -12.3% | -6.2% |
| YTD | -9.2% | +33.0% | -42.2% | -17.9% |
| 1Y | -7.2% | +41.1% | -48.3% | -17.8% |
| 3Y | +9.8% | +207.5% | -197.7% | -26.1% |
| 5Y | +7.5% | +290.7% | -283.2% | -35.1% |
| 10Y | +80.8% | +556.5% | -475.7% | -8.3% |
| All | +80.8% | +549.1% | -468.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling