+115.1%
INDA vs IBN
+409.5%
-294.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +0.7% | +1.4% | -0.7% | 0.0% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | +3.9% | +17.1% | -13.2% | -3.5% |
| 6M | -0.7% | +3.4% | -4.1% | -2.5% |
| YTD | -7.7% | +2.5% | -10.2% | -9.1% |
| 1Y | -5.1% | -4.2% | -0.9% | -3.8% |
| 3Y | +13.6% | +32.4% | -18.8% | -2.0% |
| 5Y | +7.8% | +59.2% | -51.4% | -16.2% |
| 10Y | +84.6% | +345.7% | -261.0% | -16.8% |
| All | +115.1% | +409.5% | -294.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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