+115.1%
INDA vs URA
+11.5%
+103.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -0.8% | +7.4% | -8.2% | -2.6% |
| 3M | +3.9% | -8.4% | +12.3% | +5.4% |
| 6M | -0.7% | -12.7% | +12.0% | +1.1% |
| YTD | -7.7% | +7.8% | -15.5% | -11.5% |
| 1Y | -5.1% | +19.5% | -24.5% | -12.6% |
| 3Y | +13.6% | +116.4% | -102.8% | -14.3% |
| 5Y | +7.8% | +134.3% | -126.5% | -25.3% |
| 10Y | +84.6% | +359.3% | -274.6% | -7.4% |
| All | +115.1% | +11.5% | +103.7% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling