+122.9%
INDA vs RBA
+442.2%
-319.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +6.2% | +3.2% | +3.0% | +5.5% |
| 30D | +12.4% | +12.0% | +0.4% | +9.6% |
| 3M | +3.2% | +2.9% | +0.3% | +2.3% |
| 6M | +3.8% | -6.3% | +10.0% | +4.5% |
| YTD | -4.3% | -5.9% | +1.6% | -4.1% |
| 1Y | -4.5% | -3.9% | -0.6% | -4.8% |
| 3Y | +17.1% | +64.9% | -47.8% | +1.5% |
| 5Y | +11.0% | +48.5% | -37.4% | -3.6% |
| 10Y | +107.5% | +211.8% | -104.3% | +41.7% |
| All | +122.9% | +442.2% | -319.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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