+107.5%
INDA vs RL
+369.1%
-261.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +6.2% | +1.3% | +4.9% | +5.8% |
| 30D | +12.4% | +7.6% | +4.7% | +10.6% |
| 3M | +3.2% | -1.5% | +4.7% | +3.2% |
| 6M | +3.8% | +12.1% | -8.3% | +0.9% |
| YTD | -4.3% | +13.9% | -18.2% | -7.5% |
| 1Y | -4.5% | +20.7% | -25.1% | -8.8% |
| 3Y | +17.1% | +260.6% | -243.5% | -13.5% |
| 5Y | +11.0% | +248.9% | -237.8% | -19.5% |
| 10Y | +107.5% | +355.9% | -248.4% | +34.0% |
| All | +107.5% | +369.1% | -261.6% | +34.0% |
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