+107.4%
INDA vs ITOT
+598.1%
-490.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.6% |
| 7D | -3.6% | -2.0% | -1.6% | -2.0% |
| 30D | -4.0% | -2.0% | -2.0% | -2.5% |
| 3M | +1.7% | +4.5% | -2.8% | -1.9% |
| 6M | -3.6% | +12.6% | -16.3% | -12.3% |
| YTD | -11.0% | +12.0% | -23.0% | -18.7% |
| 1Y | -9.5% | +17.3% | -26.8% | -20.5% |
| 3Y | +7.6% | +75.2% | -67.6% | -33.6% |
| 5Y | +4.8% | +74.0% | -69.2% | -36.2% |
| 10Y | +82.3% | +298.6% | -216.3% | -52.4% |
| All | +107.4% | +598.1% | -490.7% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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