+121.8%
INDA vs EVRG
+436.6%
-314.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +9.4% | +7.4% | +2.0% | +6.8% |
| 3M | +2.9% | +7.2% | -4.3% | +0.5% |
| 6M | +7.2% | +9.5% | -2.2% | +3.7% |
| YTD | -4.8% | +25.6% | -30.4% | -12.4% |
| 1Y | -5.1% | +20.4% | -25.4% | -11.4% |
| 3Y | +16.7% | +108.8% | -92.2% | -11.4% |
| 5Y | +8.8% | +68.0% | -59.2% | -12.0% |
| 10Y | +116.2% | +124.6% | -8.4% | +49.8% |
| All | +121.8% | +436.6% | -314.8% | -11.1% |
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