+19.3%
INDA vs VSXY
+42.7%
-23.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | -1.0% | -6.8% | +5.8% | -0.7% |
| 30D | -2.5% | -20.4% | +17.8% | -1.4% |
| 3M | +4.0% | +2.9% | +1.1% | +3.6% |
| 6M | -1.8% | +67.9% | -69.7% | -5.5% |
| YTD | -9.2% | +44.9% | -54.0% | -12.1% |
| 1Y | -7.2% | +205.9% | -213.1% | -14.3% |
| 3Y | +9.8% | +373.9% | -364.0% | -4.8% |
| 5Y | +7.5% | +23.5% | -16.0% | +1.7% |
| All | +19.3% | +42.7% | -23.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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