+66.0%
INDA vs REPL
+37.4%
+28.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +3.1% | +9.8% | -6.7% | +2.8% |
| 30D | +9.1% | +81.5% | -72.4% | +7.1% |
| 3M | +3.2% | +44.2% | -41.0% | +1.9% |
| 6M | +8.5% | +437.4% | -428.9% | -0.1% |
| YTD | -4.6% | +126.1% | -130.8% | -11.4% |
| 1Y | -5.5% | +143.1% | -148.7% | -12.6% |
| 3Y | +16.7% | +97.8% | -81.1% | -4.2% |
| 5Y | +9.0% | -34.3% | +43.2% | -3.6% |
| All | +66.0% | +37.4% | +28.6% | +18.6% |
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