+115.1%
INDA vs RVTY
+424.5%
-309.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -0.8% | +13.2% | -14.0% | -4.2% |
| 3M | +3.9% | +27.2% | -23.3% | -3.2% |
| 6M | -0.7% | +32.4% | -33.1% | -9.0% |
| YTD | -7.7% | +34.9% | -42.5% | -16.2% |
| 1Y | -5.1% | +52.4% | -57.5% | -17.4% |
| 3Y | +13.6% | +12.3% | +1.4% | +4.3% |
| 5Y | +7.8% | -30.8% | +38.6% | +14.1% |
| 10Y | +84.6% | +150.7% | -66.0% | +6.7% |
| All | +115.1% | +424.5% | -309.3% | -10.2% |
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