+9.8%
INDA vs SM
-2.8%
+12.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.3% | -1.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.5% | +31.5% | -34.1% | -2.5% |
| 3M | +4.0% | +17.3% | -13.4% | +4.1% |
| 6M | -1.8% | +48.5% | -50.3% | -2.5% |
| YTD | -9.2% | +106.3% | -115.4% | -11.3% |
| 1Y | -7.2% | +47.3% | -54.5% | -7.9% |
| 3Y | +9.8% | -1.4% | +11.3% | +8.4% |
| All | +9.8% | -2.8% | +12.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling