+8.5%
INDA vs FIVE
+31.2%
-22.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.5% |
| 7D | +0.7% | +4.3% | -3.6% | +0.3% |
| 30D | -0.8% | +12.5% | -13.3% | -2.1% |
| 3M | +3.9% | +31.2% | -27.3% | +0.9% |
| 6M | -0.7% | +14.4% | -15.1% | -2.5% |
| YTD | -7.7% | +33.9% | -41.6% | -10.8% |
| 1Y | -5.1% | +65.1% | -70.1% | -10.4% |
| 3Y | +13.6% | +49.0% | -35.3% | +6.4% |
| All | +8.5% | +31.2% | -22.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling