+84.4%
INDA vs URA
+369.2%
-284.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -2.6% | +5.7% | -8.3% | -3.8% |
| 30D | -2.9% | +5.6% | -8.5% | -4.2% |
| 3M | +2.4% | +6.2% | -3.8% | +0.6% |
| 6M | -2.6% | -8.2% | +5.6% | -2.0% |
| YTD | -10.0% | +9.7% | -19.6% | -13.7% |
| 1Y | -7.7% | +17.0% | -24.6% | -13.8% |
| 3Y | +8.9% | +118.5% | -109.6% | -16.2% |
| 5Y | +6.0% | +134.3% | -128.4% | -24.6% |
| 10Y | +84.4% | +377.5% | -293.1% | -6.7% |
| All | +84.4% | +369.2% | -284.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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