+84.4%
INDA vs IAG
+401.0%
-316.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | -2.9% | +11.4% | -14.4% | -3.7% |
| 3M | +2.4% | +33.0% | -30.7% | +0.2% |
| 6M | -2.6% | -6.0% | +3.4% | -2.8% |
| YTD | -10.0% | +24.6% | -34.5% | -12.0% |
| 1Y | -7.7% | +105.0% | -112.7% | -12.9% |
| 3Y | +8.9% | +837.9% | -829.0% | -9.0% |
| 5Y | +6.0% | +817.0% | -811.0% | -13.9% |
| 10Y | +84.4% | +425.3% | -340.9% | +48.6% |
| All | +84.4% | +401.0% | -316.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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