+115.1%
INDA vs M
+11.5%
+103.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +0.7% | +4.7% | -4.0% | +0.1% |
| 30D | -0.8% | -9.6% | +8.8% | +0.4% |
| 3M | +3.9% | +0.9% | +3.1% | +3.6% |
| 6M | -0.7% | +22.3% | -23.0% | -3.4% |
| YTD | -7.7% | +6.5% | -14.2% | -8.9% |
| 1Y | -5.1% | +38.8% | -43.9% | -9.5% |
| 3Y | +13.6% | +115.9% | -102.3% | -0.5% |
| 5Y | +7.8% | +28.6% | -20.8% | -3.5% |
| 10Y | +84.6% | -2.5% | +87.2% | +47.7% |
| All | +115.1% | +11.5% | +103.6% | +64.8% |
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