+115.1%
INDA vs RRC
-23.2%
+138.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -0.8% | +10.1% | -10.9% | -1.6% |
| 3M | +3.9% | +4.0% | -0.1% | +3.5% |
| 6M | -0.7% | +1.6% | -2.3% | -1.1% |
| YTD | -7.7% | +19.7% | -27.4% | -9.5% |
| 1Y | -5.1% | +21.4% | -26.5% | -7.2% |
| 3Y | +13.6% | +29.7% | -16.0% | +9.3% |
| 5Y | +7.8% | +153.9% | -146.1% | -5.5% |
| 10Y | +84.6% | +10.8% | +73.8% | +59.5% |
| All | +115.1% | -23.2% | +138.3% | +87.1% |
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