+6.0%
INDA vs SM
+119.2%
-113.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -2.9% | +20.3% | -23.2% | -3.6% |
| 3M | +2.4% | +22.9% | -20.5% | +1.5% |
| 6M | -2.6% | +47.8% | -50.5% | -4.8% |
| YTD | -10.0% | +107.5% | -117.4% | -13.9% |
| 1Y | -7.7% | +51.7% | -59.4% | -10.1% |
| 3Y | +8.9% | -0.9% | +9.7% | +7.2% |
| 5Y | +6.0% | +112.2% | -106.3% | -5.4% |
| All | +6.0% | +119.2% | -113.2% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling