+115.9%
INDA vs RJF
+326.9%
-211.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +1.1% | +3.6% | -2.5% | -0.1% |
| 30D | +9.4% | +7.2% | +2.1% | +6.8% |
| 3M | +2.9% | -6.5% | +9.4% | +5.0% |
| 6M | +7.2% | +10.3% | -3.1% | +3.3% |
| YTD | -4.8% | +6.5% | -11.3% | -7.7% |
| 1Y | -5.1% | +6.1% | -11.2% | -8.0% |
| 3Y | +16.7% | +74.9% | -58.2% | -8.1% |
| 5Y | +8.8% | +81.3% | -72.6% | -18.4% |
| All | +115.9% | +326.9% | -211.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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