+4.8%
INDA vs NWSA
+39.0%
-34.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -3.6% | -4.8% | +1.1% | -2.7% |
| 30D | -4.0% | +3.0% | -6.9% | -4.5% |
| 3M | +1.7% | +9.3% | -7.6% | -0.3% |
| 6M | -3.6% | +23.2% | -26.8% | -8.0% |
| YTD | -11.0% | +13.3% | -24.3% | -13.7% |
| 1Y | -9.5% | +2.9% | -12.4% | -10.6% |
| 3Y | +7.6% | +43.3% | -35.7% | -2.8% |
| 5Y | +4.8% | +40.9% | -36.1% | -7.6% |
| All | +4.8% | +39.0% | -34.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling