+119.4%
INDA vs M
+12.6%
+106.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.3% |
| 7D | +6.6% | -4.3% | +10.9% | +7.1% |
| 30D | +10.4% | +1.3% | +9.1% | +10.1% |
| 3M | +1.5% | -7.4% | +8.9% | +2.2% |
| 6M | +1.7% | +18.3% | -16.6% | -0.8% |
| YTD | -5.8% | +7.6% | -13.4% | -7.3% |
| 1Y | -5.1% | +17.4% | -22.5% | -7.7% |
| 3Y | +16.0% | +108.4% | -92.4% | +2.0% |
| 5Y | +9.3% | -10.6% | +19.9% | +3.2% |
| 10Y | +102.1% | -3.2% | +105.3% | +61.9% |
| All | +119.4% | +12.6% | +106.7% | +67.5% |
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 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