+111.6%
INDA vs VCLT
+57.3%
+54.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -2.5% | -0.6% | -2.0% | -2.4% |
| 3M | +4.0% | -2.2% | +6.2% | +4.7% |
| 6M | -1.8% | -2.9% | +1.1% | -0.9% |
| YTD | -9.2% | -2.1% | -7.1% | -8.6% |
| 1Y | -7.2% | -2.6% | -4.6% | -6.5% |
| 3Y | +9.8% | +12.5% | -2.7% | +6.0% |
| 5Y | +7.5% | -15.3% | +22.8% | +11.9% |
| 10Y | +80.8% | +16.6% | +64.1% | +82.1% |
| All | +111.6% | +57.3% | +54.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling