+115.1%
INDA vs DAR
+308.7%
-193.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +0.7% | +1.4% | -0.6% | +0.4% |
| 30D | -0.8% | +12.8% | -13.6% | -3.4% |
| 3M | +3.9% | +7.4% | -3.4% | +2.0% |
| 6M | -0.7% | +22.3% | -23.0% | -5.5% |
| YTD | -7.7% | +81.1% | -88.7% | -19.3% |
| 1Y | -5.1% | +106.5% | -111.6% | -19.9% |
| 3Y | +13.6% | +5.3% | +8.3% | +8.1% |
| 5Y | +7.8% | -11.5% | +19.4% | +2.8% |
| 10Y | +84.6% | +353.3% | -268.7% | +1.6% |
| All | +115.1% | +308.7% | -193.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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