+115.1%
INDA vs RBA
+371.1%
-255.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | -0.8% | -12.3% | +11.5% | +1.9% |
| 3M | +3.9% | -20.5% | +24.5% | +8.7% |
| 6M | -0.7% | -18.5% | +17.8% | +3.1% |
| YTD | -7.7% | -18.2% | +10.6% | -4.5% |
| 1Y | -5.1% | -27.5% | +22.4% | +0.6% |
| 3Y | +13.6% | +38.1% | -24.4% | +2.3% |
| 5Y | +7.8% | +44.8% | -37.0% | -6.6% |
| 10Y | +84.6% | +187.1% | -102.5% | +28.4% |
| All | +115.1% | +371.1% | -255.9% | +29.6% |
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