+83.3%
INDA vs TRU
+228.6%
-145.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.0% |
| 7D | -1.0% | -7.2% | +6.2% | +0.8% |
| 30D | -2.5% | -2.8% | +0.3% | -2.0% |
| 3M | +4.0% | +13.0% | -9.0% | +0.3% |
| 6M | -1.8% | +0.7% | -2.5% | -2.9% |
| YTD | -9.2% | -9.0% | -0.2% | -8.5% |
| 1Y | -7.2% | -16.3% | +9.1% | -4.9% |
| 3Y | +9.8% | -1.1% | +10.9% | +2.4% |
| 5Y | +7.5% | -36.0% | +43.5% | +14.0% |
| 10Y | +80.8% | +139.9% | -59.1% | +21.1% |
| All | +83.3% | +228.6% | -145.2% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling