+80.6%
INDA vs USFR
+28.0%
+52.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -4.0% | +0.3% | -4.3% | -4.3% |
| 3M | +1.7% | +1.0% | +0.8% | +0.8% |
| 6M | -3.6% | +1.9% | -5.6% | -5.5% |
| YTD | -11.0% | +2.7% | -13.7% | -13.4% |
| 1Y | -9.5% | +4.0% | -13.5% | -13.1% |
| 3Y | +7.6% | +14.1% | -6.4% | -6.7% |
| 5Y | +4.8% | +20.5% | -15.7% | -15.0% |
| All | +80.6% | +28.0% | +52.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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