+119.4%
INDA vs ES
+231.2%
-111.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.6% |
| 7D | +6.6% | +1.9% | +4.8% | +6.0% |
| 30D | +10.4% | +7.1% | +3.3% | +8.2% |
| 3M | +1.5% | -1.9% | +3.5% | +1.9% |
| 6M | +1.7% | +4.4% | -2.6% | +0.1% |
| YTD | -5.8% | +7.3% | -13.2% | -8.4% |
| 1Y | -5.1% | +2.1% | -7.2% | -6.7% |
| 3Y | +16.0% | +41.8% | -25.9% | +0.3% |
| 5Y | +9.3% | +1.4% | +7.8% | +4.5% |
| 10Y | +102.1% | +86.8% | +15.4% | +47.8% |
| All | +119.4% | +231.2% | -111.9% | +11.7% |
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