+115.9%
INDA vs VIG
+262.6%
-146.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.1% | +3.5% | -2.4% | -1.7% |
| 30D | +9.4% | +4.9% | +4.4% | +5.1% |
| 3M | +2.9% | +2.5% | +0.4% | +0.8% |
| 6M | +7.2% | +11.0% | -3.8% | -1.6% |
| YTD | -4.8% | +16.0% | -20.8% | -15.6% |
| 1Y | -5.1% | +17.5% | -22.6% | -16.8% |
| 3Y | +16.7% | +67.0% | -50.3% | -24.7% |
| 5Y | +8.8% | +64.8% | -56.0% | -29.7% |
| All | +115.9% | +262.6% | -146.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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