+16.7%
INDA vs M
+158.0%
-141.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +1.1% | +7.0% | -5.9% | +0.5% |
| 30D | +9.4% | +8.9% | +0.5% | +8.5% |
| 3M | +2.9% | +4.5% | -1.6% | +2.3% |
| 6M | +7.2% | +36.2% | -29.0% | +4.2% |
| YTD | -4.8% | +15.1% | -19.9% | -6.5% |
| 1Y | -5.1% | +27.4% | -32.5% | -7.5% |
| 3Y | +16.7% | +160.1% | -143.5% | +9.2% |
| All | +16.7% | +158.0% | -141.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling