+82.4%
INDA vs QSR
+206.0%
-123.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.3% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | -2.9% | +5.7% | -8.6% | -4.7% |
| 3M | +2.4% | +6.9% | -4.6% | -0.1% |
| 6M | -2.6% | +6.9% | -9.5% | -5.2% |
| YTD | -10.0% | +14.9% | -24.9% | -14.6% |
| 1Y | -7.7% | +29.1% | -36.8% | -16.0% |
| 3Y | +8.9% | +26.1% | -17.2% | -2.1% |
| 5Y | +6.0% | +42.3% | -36.3% | -10.1% |
| 10Y | +84.4% | +134.0% | -49.6% | +25.1% |
| All | +82.4% | +206.0% | -123.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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