+97.1%
INDA vs RY
+360.6%
-263.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | +6.6% | -0.9% | +7.5% | +7.1% |
| 30D | +10.4% | +5.9% | +4.5% | +6.6% |
| 3M | +1.5% | -4.3% | +5.8% | +4.0% |
| 6M | +1.7% | +12.1% | -10.4% | -5.4% |
| YTD | -5.8% | +20.3% | -26.1% | -16.1% |
| 1Y | -5.1% | +41.0% | -46.1% | -23.2% |
| 3Y | +16.0% | +157.5% | -141.5% | -37.0% |
| 5Y | +9.3% | +123.2% | -113.9% | -35.9% |
| All | +97.1% | +360.6% | -263.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling