+11.0%
INDA vs SBAC
-40.1%
+51.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +6.2% | +3.6% | +2.6% | +5.8% |
| 30D | +12.4% | +4.9% | +7.5% | +11.7% |
| 3M | +3.2% | +6.5% | -3.3% | +2.3% |
| 6M | +3.8% | -11.1% | +14.9% | +4.9% |
| YTD | -4.3% | +0.9% | -5.2% | -4.9% |
| 1Y | -4.5% | -1.6% | -2.9% | -4.8% |
| 3Y | +17.1% | -7.0% | +24.1% | +16.7% |
| 5Y | +11.0% | -39.2% | +50.3% | +16.6% |
| All | +11.0% | -40.1% | +51.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling