+115.1%
INDA vs ES
+233.0%
-117.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -0.8% | -2.0% | +1.2% | -0.3% |
| 3M | +3.9% | +1.7% | +2.3% | +3.2% |
| 6M | -0.7% | -3.5% | +2.8% | 0.0% |
| YTD | -7.7% | +7.9% | -15.6% | -10.2% |
| 1Y | -5.1% | +17.2% | -22.3% | -10.6% |
| 3Y | +13.6% | +29.3% | -15.7% | +1.3% |
| 5Y | +7.8% | -5.7% | +13.6% | +6.2% |
| 10Y | +84.6% | +85.2% | -0.6% | +35.7% |
| All | +115.1% | +233.0% | -117.9% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling