+121.6%
INDA vs M
+21.8%
+99.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.1% |
| 7D | +6.1% | +2.5% | +3.6% | +5.7% |
| 30D | +11.7% | +10.1% | +1.6% | +10.3% |
| 3M | +2.1% | -0.9% | +3.0% | +1.9% |
| 6M | +3.2% | +30.2% | -27.0% | -0.5% |
| YTD | -4.9% | +16.3% | -21.2% | -7.3% |
| 1Y | -4.4% | +27.0% | -31.3% | -7.9% |
| 3Y | +17.6% | +154.5% | -136.9% | +0.9% |
| 5Y | +9.9% | -1.1% | +10.9% | +2.4% |
| 10Y | +102.7% | +0.5% | +102.2% | +62.2% |
| All | +121.6% | +21.8% | +99.8% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling