+121.6%
INDA vs SM
-53.8%
+175.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.2% |
| 7D | +6.1% | -22.3% | +28.4% | +7.9% |
| 30D | +11.7% | -21.4% | +33.0% | +13.4% |
| 3M | +2.1% | +1.4% | +0.7% | +1.5% |
| 6M | +3.2% | +0.1% | +3.0% | +2.3% |
| YTD | -4.9% | +59.0% | -63.8% | -9.5% |
| 1Y | -4.4% | +64.3% | -68.7% | -9.3% |
| 3Y | +17.6% | -13.1% | +30.7% | +15.1% |
| 5Y | +9.9% | -13.9% | +23.7% | +5.0% |
| 10Y | +102.7% | +1.7% | +101.0% | +56.9% |
| All | +121.6% | -53.8% | +175.5% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling