+82.3%
INDA vs DTE
+137.8%
-55.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -2.7% | -2.6% | -0.1% | -1.8% |
| 30D | -2.8% | -4.4% | +1.6% | -1.2% |
| 3M | +1.6% | -8.3% | +10.0% | +4.7% |
| 6M | -1.4% | -8.1% | +6.7% | +1.2% |
| YTD | -10.1% | +4.4% | -14.6% | -12.2% |
| 1Y | -8.8% | +0.2% | -8.9% | -9.6% |
| 3Y | +7.6% | +42.6% | -35.0% | -8.9% |
| 5Y | +5.8% | +31.5% | -25.7% | -8.9% |
| All | +82.3% | +137.8% | -55.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling