+121.8%
INDA vs CHD
+507.5%
-385.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +1.1% | +3.6% | -2.5% | +0.2% |
| 30D | +9.4% | +10.4% | -1.0% | +6.8% |
| 3M | +2.9% | +12.2% | -9.2% | +0.1% |
| 6M | +7.2% | +19.9% | -12.7% | +2.5% |
| YTD | -4.8% | +36.4% | -41.2% | -12.0% |
| 1Y | -5.1% | +35.1% | -40.2% | -12.1% |
| 3Y | +16.7% | +29.2% | -12.5% | +7.6% |
| 5Y | +8.8% | +33.4% | -24.6% | -2.4% |
| 10Y | +116.2% | +195.0% | -78.8% | +40.1% |
| All | +121.8% | +507.5% | -385.7% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling