+115.1%
INDA vs EXPD
+418.4%
-303.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.7% | -1.1% | +1.8% | +1.1% |
| 30D | -0.8% | +4.1% | -4.9% | -2.1% |
| 3M | +3.9% | +17.9% | -14.0% | -1.6% |
| 6M | -0.7% | +29.2% | -29.9% | -9.0% |
| YTD | -7.7% | +27.4% | -35.0% | -15.6% |
| 1Y | -5.1% | +56.8% | -61.9% | -19.5% |
| 3Y | +13.6% | +68.0% | -54.4% | -8.0% |
| 5Y | +7.8% | +61.9% | -54.1% | -13.8% |
| 10Y | +84.6% | +316.0% | -231.4% | -3.6% |
| All | +115.1% | +418.4% | -303.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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