+82.3%
INDA vs NWSA
+149.4%
-67.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | -2.8% | +3.0% | -5.8% | -3.7% |
| 3M | +1.6% | +12.3% | -10.7% | -2.2% |
| 6M | -1.4% | +21.9% | -23.3% | -7.7% |
| YTD | -10.1% | +13.6% | -23.7% | -14.3% |
| 1Y | -8.8% | +0.5% | -9.3% | -9.9% |
| 3Y | +7.6% | +43.8% | -36.1% | -6.9% |
| 5Y | +5.8% | +41.2% | -35.4% | -10.5% |
| All | +82.3% | +149.4% | -67.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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