+11.0%
INDA vs RGEN
-35.9%
+46.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | +6.2% | -2.4% | +8.6% | +6.4% |
| 30D | +12.4% | +0.1% | +12.3% | +12.3% |
| 3M | +3.2% | +6.6% | -3.5% | +2.3% |
| 6M | +3.8% | +40.9% | -37.1% | 0.0% |
| YTD | -4.3% | +6.2% | -10.5% | -5.8% |
| 1Y | -4.5% | +19.4% | -23.9% | -7.0% |
| 3Y | +17.1% | +17.9% | -0.8% | +11.6% |
| 5Y | +11.0% | -34.0% | +45.1% | +3.7% |
| All | +11.0% | -35.9% | +46.9% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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