+80.6%
INDA vs MTB
+172.9%
-92.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -4.0% | -4.6% | +0.6% | -2.8% |
| 3M | +1.7% | +7.4% | -5.7% | -0.4% |
| 6M | -3.6% | +18.7% | -22.3% | -8.1% |
| YTD | -11.0% | +21.1% | -32.1% | -15.7% |
| 1Y | -9.5% | +24.1% | -33.6% | -15.0% |
| 3Y | +7.6% | +115.3% | -107.7% | -15.5% |
| 5Y | +4.8% | +106.0% | -101.2% | -19.6% |
| All | +80.6% | +172.9% | -92.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling