-6.6%
INDA vs IRE
-97.2%
+90.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +39.6% | -37.8% | +1.2% |
| 7D | +6.6% | -27.2% | +33.8% | +6.7% |
| 30D | +10.4% | -75.1% | +85.5% | +11.9% |
| 3M | +1.5% | -77.9% | +79.4% | +2.9% |
| 6M | +1.7% | -94.6% | +96.3% | +4.2% |
| YTD | -5.8% | -91.5% | +85.7% | -5.2% |
| 1Y | -5.1% | -97.8% | +92.7% | -4.2% |
| All | -6.6% | -97.2% | +90.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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