+160.3%
INDA vs FIVE
+822.5%
-662.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +6.6% | -0.3% | +6.9% | +6.7% |
| 30D | +10.4% | +17.7% | -7.3% | +7.6% |
| 3M | +1.5% | +4.0% | -2.4% | +0.6% |
| 6M | +1.7% | +2.6% | -0.9% | +0.6% |
| YTD | -5.8% | +27.6% | -33.4% | -10.2% |
| 1Y | -5.1% | +59.9% | -65.0% | -12.7% |
| 3Y | +16.0% | +35.8% | -19.8% | +5.0% |
| 5Y | +9.3% | +14.4% | -5.1% | -1.0% |
| 10Y | +102.1% | +576.1% | -474.0% | +31.0% |
| All | +160.3% | +822.5% | -662.1% | +59.8% |
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