+6.0%
INDA vs CHD
+19.3%
-13.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.6% | -4.2% | +1.6% | -2.3% |
| 30D | -2.9% | -7.6% | +4.6% | -2.3% |
| 3M | +2.4% | -1.6% | +4.0% | +2.5% |
| 6M | -2.6% | -6.3% | +3.7% | -2.3% |
| YTD | -10.0% | +14.6% | -24.5% | -10.9% |
| 1Y | -7.7% | +1.6% | -9.3% | -7.8% |
| 3Y | +8.9% | +3.1% | +5.7% | +8.1% |
| 5Y | +6.0% | +21.1% | -15.1% | +7.1% |
| All | +6.0% | +19.3% | -13.3% | +7.1% |
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