+121.8%
INDA vs IAG
+3.3%
+118.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | +1.1% | -7.7% | +8.8% | +1.6% |
| 30D | +9.4% | +1.6% | +7.8% | +9.1% |
| 3M | +2.9% | -2.4% | +5.4% | +2.9% |
| 6M | +7.2% | -7.8% | +15.1% | +7.2% |
| YTD | -4.8% | +5.0% | -9.8% | -6.1% |
| 1Y | -5.1% | +25.7% | -30.8% | -7.4% |
| 3Y | +16.7% | +694.5% | -677.8% | -0.2% |
| 5Y | +8.8% | +421.7% | -412.9% | -6.8% |
| 10Y | +116.2% | +382.5% | -266.2% | +79.2% |
| All | +121.8% | +3.3% | +118.5% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling