+122.9%
INDA vs RGEN
+4,217.1%
-4,094.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +3.2% | +6.6% | -3.5% | +2.1% |
| 6M | +3.8% | +40.9% | -37.1% | -0.6% |
| YTD | -4.3% | +6.2% | -10.5% | -5.9% |
| 1Y | -4.5% | +19.4% | -23.9% | -7.3% |
| 3Y | +17.1% | +17.9% | -0.8% | +11.0% |
| 5Y | +11.0% | -34.0% | +45.1% | +8.9% |
| 10Y | +107.5% | +453.9% | -346.4% | +60.2% |
| All | +122.9% | +4,217.1% | -4,094.2% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling