+8.5%
INDA vs REPL
-54.3%
+62.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.7% | -3.0% | +3.7% | +0.7% |
| 30D | -0.8% | +27.1% | -27.9% | -1.1% |
| 3M | +3.9% | +52.4% | -48.4% | +2.9% |
| 6M | -0.7% | +107.4% | -108.2% | -3.3% |
| YTD | -7.7% | +54.7% | -62.4% | -9.7% |
| 1Y | -5.1% | +158.9% | -164.0% | -8.8% |
| 3Y | +13.6% | -23.7% | +37.4% | +9.2% |
| All | +8.5% | -54.3% | +62.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling