+109.8%
INDA vs MKTX
+443.3%
-333.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | -2.9% | +1.0% | -3.9% | -3.1% |
| 3M | +2.4% | +40.8% | -38.4% | -3.7% |
| 6M | -2.6% | -10.9% | +8.3% | -1.4% |
| YTD | -10.0% | -8.6% | -1.4% | -9.4% |
| 1Y | -7.7% | -11.6% | +3.9% | -6.7% |
| 3Y | +8.9% | -24.5% | +33.4% | +10.4% |
| 5Y | +6.0% | -60.7% | +66.7% | +19.8% |
| 10Y | +84.4% | +5.1% | +79.3% | +62.4% |
| All | +109.8% | +443.3% | -333.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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