+102.7%
INDA vs FIVE
+596.6%
-493.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.1% |
| 7D | +6.1% | +6.2% | -0.1% | +5.1% |
| 30D | +11.7% | +18.2% | -6.5% | +8.7% |
| 3M | +2.1% | +3.8% | -1.8% | +1.2% |
| 6M | +3.2% | +13.7% | -10.6% | +0.3% |
| YTD | -4.9% | +34.7% | -39.6% | -10.3% |
| 1Y | -4.4% | +66.6% | -71.0% | -12.9% |
| 3Y | +17.6% | +44.3% | -26.7% | +5.4% |
| 5Y | +9.9% | +18.8% | -8.9% | -0.8% |
| 10Y | +102.7% | +569.2% | -466.5% | +44.5% |
| All | +102.7% | +596.6% | -493.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling