+80.6%
INDA vs M
-10.0%
+90.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.6% |
| 7D | -3.6% | -8.8% | +5.1% | -2.7% |
| 30D | -4.0% | -16.4% | +12.4% | -2.1% |
| 3M | +1.7% | -10.8% | +12.5% | +2.8% |
| 6M | -3.6% | +16.1% | -19.8% | -5.5% |
| YTD | -11.0% | -5.3% | -5.7% | -10.9% |
| 1Y | -9.5% | +24.9% | -34.4% | -12.3% |
| 3Y | +7.6% | +97.5% | -89.9% | -3.7% |
| 5Y | +4.8% | +20.4% | -15.6% | -4.5% |
| All | +80.6% | -10.0% | +90.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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