+115.1%
INDA vs RGEN
+4,058.8%
-3,943.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.7% | -4.9% | +5.6% | +1.2% |
| 30D | -0.8% | +5.7% | -6.5% | -1.4% |
| 3M | +3.9% | +32.4% | -28.5% | +0.6% |
| 6M | -0.7% | +33.2% | -33.9% | -4.3% |
| YTD | -7.7% | +2.3% | -9.9% | -8.6% |
| 1Y | -5.1% | +39.0% | -44.1% | -9.3% |
| 3Y | +13.6% | -4.6% | +18.3% | +10.2% |
| 5Y | +7.8% | -42.7% | +50.5% | +7.4% |
| 10Y | +84.6% | +433.6% | -348.9% | +43.3% |
| All | +115.1% | +4,058.8% | -3,943.7% | +55.3% |
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