+115.9%
INDA vs RL
+337.1%
-221.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | +9.4% | +2.9% | +6.4% | +8.6% |
| 3M | +2.9% | 0.0% | +2.9% | +2.7% |
| 6M | +7.2% | +17.1% | -9.9% | +3.3% |
| YTD | -4.8% | +10.1% | -14.9% | -7.4% |
| 1Y | -5.1% | +17.3% | -22.4% | -8.9% |
| 3Y | +16.7% | +249.3% | -232.7% | -13.4% |
| 5Y | +8.8% | +240.9% | -232.1% | -20.9% |
| All | +115.9% | +337.1% | -221.2% | +42.8% |
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