+4.8%
INDA vs TRU
-36.7%
+41.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -3.6% | -9.4% | +5.8% | -2.3% |
| 30D | -4.0% | -4.1% | +0.2% | -3.4% |
| 3M | +1.7% | +13.6% | -11.9% | -0.5% |
| 6M | -3.6% | +3.6% | -7.2% | -4.6% |
| YTD | -11.0% | -9.8% | -1.2% | -10.4% |
| 1Y | -9.5% | -13.6% | +4.1% | -8.6% |
| 3Y | +7.6% | -2.0% | +9.6% | +4.5% |
| 5Y | +4.8% | -35.8% | +40.6% | +12.0% |
| All | +4.8% | -36.7% | +41.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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