+80.8%
INDA vs FIVE
+475.1%
-394.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | -1.0% | +3.7% | -4.7% | -1.6% |
| 30D | -2.5% | +4.0% | -6.5% | -3.3% |
| 3M | +4.0% | +36.2% | -32.3% | -1.3% |
| 6M | -1.8% | +18.0% | -19.8% | -5.1% |
| YTD | -9.2% | +34.9% | -44.1% | -14.2% |
| 1Y | -7.2% | +67.9% | -75.1% | -15.8% |
| 3Y | +9.8% | +57.3% | -47.5% | -3.3% |
| 5Y | +7.5% | +39.5% | -32.0% | -6.5% |
| 10Y | +80.8% | +496.4% | -415.6% | +26.9% |
| All | +80.8% | +475.1% | -394.3% | +26.9% |
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