+115.1%
INDA vs CASY
+1,485.7%
-1,370.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -0.8% | -11.3% | +10.6% | +2.0% |
| 3M | +3.9% | -0.6% | +4.6% | +2.9% |
| 6M | -0.7% | +10.7% | -11.4% | -4.8% |
| YTD | -7.7% | +37.1% | -44.8% | -16.4% |
| 1Y | -5.1% | +52.3% | -57.4% | -16.7% |
| 3Y | +13.6% | +215.2% | -201.6% | -20.6% |
| 5Y | +7.8% | +276.5% | -268.7% | -29.8% |
| 10Y | +84.6% | +508.4% | -423.7% | +2.8% |
| All | +115.1% | +1,485.7% | -1,370.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling