+143.3%
INDA vs USFR
+27.5%
+115.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -0.8% | +0.3% | -1.1% | -0.9% |
| 3M | +3.9% | +1.0% | +2.9% | +3.5% |
| 6M | -0.7% | +1.9% | -2.7% | -1.5% |
| YTD | -7.7% | +2.6% | -10.3% | -8.6% |
| 1Y | -5.1% | +4.0% | -9.1% | -6.6% |
| 3Y | +13.6% | +14.1% | -0.5% | +7.6% |
| 5Y | +7.8% | +20.4% | -12.6% | -0.2% |
| 10Y | +84.6% | +28.0% | +56.6% | +67.2% |
| All | +143.3% | +27.5% | +115.8% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling