+115.9%
INDA vs ES
+98.2%
+17.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.1% | +2.7% | -1.6% | +0.4% |
| 30D | +9.4% | +7.6% | +1.8% | +7.3% |
| 3M | +2.9% | +0.5% | +2.5% | +2.7% |
| 6M | +7.2% | +7.6% | -0.4% | +5.0% |
| YTD | -4.8% | +10.2% | -15.0% | -7.7% |
| 1Y | -5.1% | +1.8% | -6.9% | -6.3% |
| 3Y | +16.7% | +55.4% | -38.7% | -0.4% |
| 5Y | +8.8% | +7.3% | +1.4% | +3.0% |
| All | +115.9% | +98.2% | +17.7% | +85.0% |
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