+107.5%
INDA vs ES
+87.3%
+20.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | +12.4% | +5.9% | +6.4% | +10.7% |
| 3M | +3.2% | -1.0% | +4.2% | +3.3% |
| 6M | +3.8% | +7.2% | -3.4% | +1.6% |
| YTD | -4.3% | +7.0% | -11.3% | -6.5% |
| 1Y | -4.5% | +0.5% | -4.9% | -5.5% |
| 3Y | +17.1% | +48.7% | -31.6% | +1.1% |
| 5Y | +11.0% | +1.9% | +9.1% | +6.8% |
| 10Y | +107.5% | +89.2% | +18.4% | +76.3% |
| All | +107.5% | +87.3% | +20.2% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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