+7.5%
INDA vs CPB
-38.5%
+46.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.7% |
| 7D | -1.0% | -8.2% | +7.2% | -0.6% |
| 30D | -2.5% | -5.6% | +3.1% | -2.3% |
| 3M | +4.0% | +3.0% | +1.0% | +3.7% |
| 6M | -1.8% | -12.7% | +10.9% | -1.3% |
| YTD | -9.2% | -18.0% | +8.8% | -8.5% |
| 1Y | -7.2% | -31.7% | +24.6% | -5.7% |
| 3Y | +9.8% | -41.0% | +50.8% | +12.0% |
| 5Y | +7.5% | -38.4% | +45.9% | +7.9% |
| All | +7.5% | -38.5% | +46.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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