+122.2%
INDA vs VIG
+490.8%
-368.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.1% | +3.1% | 0.0% | +0.3% |
| 30D | +9.1% | +5.0% | +4.1% | +4.4% |
| 3M | +3.2% | +2.7% | +0.5% | +0.7% |
| 6M | +8.5% | +11.0% | -2.5% | -1.1% |
| YTD | -4.6% | +16.0% | -20.6% | -16.3% |
| 1Y | -5.5% | +16.3% | -21.8% | -17.4% |
| 3Y | +16.7% | +66.8% | -50.1% | -27.4% |
| 5Y | +9.0% | +64.8% | -55.8% | -32.4% |
| 10Y | +116.6% | +263.6% | -146.9% | -42.6% |
| All | +122.2% | +490.8% | -368.6% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling