+122.2%
INDA vs RRC
-5.6%
+127.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +3.1% | +2.5% | +0.5% | +2.8% |
| 30D | +9.1% | +21.1% | -12.0% | +7.1% |
| 3M | +3.2% | +28.4% | -25.2% | +0.7% |
| 6M | +8.5% | +26.5% | -18.0% | +5.9% |
| YTD | -4.6% | +47.0% | -51.6% | -8.4% |
| 1Y | -5.5% | +35.2% | -40.7% | -8.6% |
| 3Y | +16.7% | +61.0% | -44.3% | +10.0% |
| 5Y | +9.0% | +133.6% | -124.6% | -3.4% |
| 10Y | +116.6% | +72.1% | +44.6% | +78.4% |
| All | +122.2% | -5.6% | +127.9% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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