+115.1%
INDA vs VIG
+465.6%
-350.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | +0.7% | -0.4% | +1.1% | +1.1% |
| 30D | -0.8% | -1.0% | +0.2% | 0.0% |
| 3M | +3.9% | +2.8% | +1.2% | +1.4% |
| 6M | -0.7% | +8.2% | -8.9% | -7.3% |
| YTD | -7.7% | +11.0% | -18.7% | -15.8% |
| 1Y | -5.1% | +16.1% | -21.2% | -17.0% |
| 3Y | +13.6% | +56.2% | -42.5% | -25.0% |
| 5Y | +7.8% | +63.0% | -55.2% | -32.7% |
| 10Y | +84.6% | +241.4% | -156.8% | -47.9% |
| All | +115.1% | +465.6% | -350.5% | -66.0% |
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