+155.3%
INDA vs RNG
+327.7%
-172.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | +0.7% | +5.8% | -5.1% | +0.2% |
| 30D | -0.8% | +19.6% | -20.4% | -2.4% |
| 3M | +3.9% | +67.0% | -63.1% | -1.2% |
| 6M | -0.7% | +88.4% | -89.1% | -7.2% |
| YTD | -7.7% | +155.5% | -163.1% | -16.7% |
| 1Y | -5.1% | +141.7% | -146.8% | -14.2% |
| 3Y | +13.6% | +131.1% | -117.4% | +0.9% |
| 5Y | +7.8% | -70.6% | +78.4% | +13.6% |
| 10Y | +84.6% | +228.2% | -143.6% | +41.4% |
| All | +155.3% | +327.7% | -172.4% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling