+109.4%
INDA vs NTRS
+537.9%
-428.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | -2.8% | -0.7% | -2.1% | -2.6% |
| 3M | +1.6% | +11.3% | -9.7% | -2.4% |
| 6M | -1.4% | +35.5% | -37.0% | -12.0% |
| YTD | -10.1% | +40.6% | -50.7% | -21.1% |
| 1Y | -8.8% | +49.2% | -58.0% | -21.9% |
| 3Y | +7.6% | +167.2% | -159.6% | -28.4% |
| 5Y | +5.8% | +94.9% | -89.2% | -22.8% |
| 10Y | +84.0% | +259.5% | -175.4% | -9.2% |
| All | +109.4% | +537.9% | -428.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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