+8.5%
INDA vs DOC
-24.5%
+33.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | -0.8% | -4.8% | +4.0% | +0.1% |
| 3M | +3.9% | +6.9% | -2.9% | +2.5% |
| 6M | -0.7% | +20.7% | -21.5% | -4.7% |
| YTD | -7.7% | +34.1% | -41.8% | -13.3% |
| 1Y | -5.1% | +22.6% | -27.7% | -9.4% |
| 3Y | +13.6% | +20.8% | -7.2% | +8.0% |
| All | +8.5% | -24.5% | +33.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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