+16.0%
INDA vs M
+100.8%
-84.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.1% |
| 7D | +6.6% | -4.3% | +10.9% | +7.0% |
| 30D | +10.4% | +1.3% | +9.1% | +10.2% |
| 3M | +1.5% | -7.4% | +8.9% | +2.0% |
| 6M | +1.7% | +18.3% | -16.6% | 0.0% |
| YTD | -5.8% | +7.6% | -13.4% | -6.9% |
| 1Y | -5.1% | +17.4% | -22.5% | -6.8% |
| 3Y | +16.0% | +108.4% | -92.4% | +9.5% |
| All | +16.0% | +100.8% | -84.8% | +9.5% |
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