+80.6%
INDA vs CHD
+125.6%
-45.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | -3.6% | -4.7% | +1.1% | -2.8% |
| 30D | -4.0% | -8.3% | +4.4% | -2.4% |
| 3M | +1.7% | -4.0% | +5.7% | +2.4% |
| 6M | -3.6% | -6.5% | +2.9% | -2.6% |
| YTD | -11.0% | +13.1% | -24.1% | -13.3% |
| 1Y | -9.5% | +2.3% | -11.8% | -10.3% |
| 3Y | +7.6% | +1.8% | +5.8% | +5.7% |
| 5Y | +4.8% | +20.6% | -15.8% | -2.8% |
| All | +80.6% | +125.6% | -45.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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