+48.9%
INDA vs TW
+206.7%
-157.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -2.7% | -4.5% | +1.8% | -1.8% |
| 30D | -2.8% | -2.3% | -0.5% | -2.4% |
| 3M | +1.6% | +2.6% | -1.0% | +0.6% |
| 6M | -1.4% | -17.5% | +16.1% | +2.1% |
| YTD | -10.1% | -5.3% | -4.8% | -10.1% |
| 1Y | -8.8% | -14.8% | +6.0% | -6.6% |
| 3Y | +7.6% | +18.8% | -11.2% | -1.3% |
| 5Y | +5.8% | +20.7% | -14.9% | -5.0% |
| All | +48.9% | +206.7% | -157.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling