+155.3%
INDA vs FIVE
+868.1%
-712.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.8% |
| 7D | +0.7% | +4.3% | -3.6% | 0.0% |
| 30D | -0.8% | +12.5% | -13.3% | -2.7% |
| 3M | +3.9% | +31.2% | -27.3% | -0.6% |
| 6M | -0.7% | +14.4% | -15.1% | -3.5% |
| YTD | -7.7% | +33.9% | -41.6% | -12.5% |
| 1Y | -5.1% | +65.1% | -70.1% | -13.3% |
| 3Y | +13.6% | +49.0% | -35.3% | +1.3% |
| 5Y | +7.8% | +30.3% | -22.5% | -4.6% |
| 10Y | +84.6% | +481.1% | -396.5% | +22.1% |
| All | +155.3% | +868.1% | -712.8% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling