+122.2%
INDA vs CHD
+499.0%
-376.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +9.1% | +11.6% | -2.5% | +6.3% |
| 3M | +3.2% | +10.7% | -7.5% | +0.7% |
| 6M | +8.5% | +20.2% | -11.8% | +3.6% |
| YTD | -4.6% | +34.5% | -39.1% | -11.6% |
| 1Y | -5.5% | +32.6% | -38.1% | -12.1% |
| 3Y | +16.7% | +29.1% | -12.4% | +7.6% |
| 5Y | +9.0% | +31.5% | -22.6% | -1.9% |
| 10Y | +116.6% | +190.9% | -74.3% | +40.9% |
| All | +122.2% | +499.0% | -376.8% | +8.0% |
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