+82.3%
INDA vs EFV
+169.9%
-87.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.1% |
| 30D | -2.8% | +0.6% | -3.4% | -3.2% |
| 3M | +1.6% | +7.5% | -5.9% | -4.1% |
| 6M | -1.4% | +13.0% | -14.4% | -10.6% |
| YTD | -10.1% | +18.3% | -28.5% | -21.5% |
| 1Y | -8.8% | +26.7% | -35.5% | -24.7% |
| 3Y | +7.6% | +89.6% | -82.0% | -37.1% |
| 5Y | +5.8% | +98.2% | -92.4% | -41.1% |
| All | +82.3% | +169.9% | -87.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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