+9.0%
INDA vs CHD
+30.9%
-21.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +9.1% | +11.6% | -2.5% | +8.0% |
| 3M | +3.2% | +10.7% | -7.5% | +2.2% |
| 6M | +8.5% | +20.2% | -11.8% | +6.6% |
| YTD | -4.6% | +34.5% | -39.1% | -7.1% |
| 1Y | -5.5% | +32.6% | -38.1% | -7.9% |
| 3Y | +16.7% | +29.1% | -12.4% | +13.3% |
| 5Y | +9.0% | +31.5% | -22.6% | +6.1% |
| All | +9.0% | +30.9% | -21.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling