+111.6%
INDA vs EVRG
+397.0%
-285.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -2.5% | -0.5% | -2.0% | -2.4% |
| 3M | +4.0% | +1.5% | +2.5% | +3.3% |
| 6M | -1.8% | +1.2% | -3.0% | -2.5% |
| YTD | -9.2% | +16.3% | -25.5% | -14.2% |
| 1Y | -7.2% | +20.3% | -27.4% | -13.4% |
| 3Y | +9.8% | +72.3% | -62.5% | -10.9% |
| 5Y | +7.5% | +46.7% | -39.2% | -8.7% |
| 10Y | +80.8% | +113.8% | -33.0% | +27.0% |
| All | +111.6% | +397.0% | -285.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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