+122.2%
INDA vs ES
+237.4%
-115.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +3.1% | -1.1% | +4.1% | +3.3% |
| 30D | +9.1% | +8.2% | +0.9% | +6.6% |
| 3M | +3.2% | +0.6% | +2.6% | +2.9% |
| 6M | +8.5% | +6.0% | +2.5% | +6.3% |
| YTD | -4.6% | +9.3% | -14.0% | -7.7% |
| 1Y | -5.5% | +1.1% | -6.6% | -6.8% |
| 3Y | +16.7% | +51.9% | -35.2% | -1.4% |
| 5Y | +9.0% | +6.5% | +2.5% | +2.4% |
| 10Y | +116.6% | +94.8% | +21.9% | +56.1% |
| All | +122.2% | +237.4% | -115.2% | +12.5% |
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