+58.1%
INDA vs REPL
-7.7%
+65.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | -1.0% | -5.7% | +4.8% | -0.8% |
| 30D | -2.5% | +22.5% | -25.0% | -3.2% |
| 3M | +4.0% | +64.7% | -60.7% | +0.9% |
| 6M | -1.8% | +83.0% | -84.8% | -8.1% |
| YTD | -9.2% | +52.0% | -61.1% | -14.5% |
| 1Y | -7.2% | +144.5% | -151.7% | -16.2% |
| 3Y | +9.8% | -25.1% | +34.9% | -3.7% |
| 5Y | +7.5% | -52.9% | +60.4% | -4.4% |
| All | +58.1% | -7.7% | +65.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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