+80.8%
INDA vs RL
+304.3%
-223.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | -2.5% | -12.2% | +9.7% | -0.1% |
| 3M | +4.0% | -6.6% | +10.6% | +5.1% |
| 6M | -1.8% | +3.2% | -5.0% | -2.9% |
| YTD | -9.2% | -1.3% | -7.9% | -9.6% |
| 1Y | -7.2% | +13.6% | -20.8% | -10.3% |
| 3Y | +9.8% | +210.9% | -201.0% | -16.4% |
| 5Y | +7.5% | +246.9% | -239.4% | -22.4% |
| 10Y | +80.8% | +310.1% | -229.3% | +19.9% |
| All | +80.8% | +304.3% | -223.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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