+115.1%
INDA vs RJF
+825.8%
-710.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.5% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -0.8% | -1.3% | +0.5% | -0.5% |
| 3M | +3.9% | +18.9% | -14.9% | -2.6% |
| 6M | -0.7% | +15.0% | -15.8% | -6.0% |
| YTD | -7.7% | +12.2% | -19.9% | -12.2% |
| 1Y | -5.1% | +5.6% | -10.7% | -8.1% |
| 3Y | +13.6% | +74.9% | -61.2% | -11.6% |
| 5Y | +7.8% | +106.6% | -98.8% | -24.2% |
| 10Y | +84.6% | +433.1% | -348.4% | -20.8% |
| All | +115.1% | +825.8% | -710.7% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling