-8.8%
INDA vs RNG
+128.1%
-136.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -2.7% | -6.1% | +3.4% | -2.5% |
| 30D | -2.8% | +9.6% | -12.4% | -3.1% |
| 3M | +1.6% | +83.3% | -81.7% | -0.6% |
| 6M | -1.4% | +77.9% | -79.4% | -3.8% |
| YTD | -10.1% | +139.9% | -150.1% | -13.9% |
| 1Y | -8.8% | +121.7% | -130.4% | -12.3% |
| All | -8.8% | +128.1% | -136.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling