+7.6%
INDA vs GWRE
+50.1%
-42.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.7% | -13.2% | +10.6% | -2.0% |
| 30D | -2.8% | -18.6% | +15.8% | -2.0% |
| 3M | +1.6% | +18.9% | -17.3% | 0.0% |
| 6M | -1.4% | -11.0% | +9.5% | -1.4% |
| YTD | -10.1% | -29.9% | +19.8% | -8.2% |
| 1Y | -8.8% | -44.3% | +35.6% | -4.8% |
| 3Y | +7.6% | +51.7% | -44.1% | -5.0% |
| All | +7.6% | +50.1% | -42.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling