+122.9%
INDA vs RVTY
+541.1%
-418.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +6.2% | -2.7% | +8.9% | +6.9% |
| 30D | +12.4% | +3.2% | +9.1% | +11.1% |
| 3M | +3.2% | +37.2% | -34.0% | -6.0% |
| 6M | +3.8% | +57.7% | -53.9% | -9.4% |
| YTD | -4.3% | +64.8% | -69.2% | -18.2% |
| 1Y | -4.5% | +72.8% | -77.3% | -19.7% |
| 3Y | +17.1% | +89.8% | -72.7% | -8.5% |
| 5Y | +11.0% | -8.4% | +19.5% | +7.4% |
| 10Y | +107.5% | +219.5% | -111.9% | +11.0% |
| All | +122.9% | +541.1% | -418.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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