+109.8%
INDA vs VYM
+441.3%
-331.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | -2.6% | -1.0% | -1.6% | -1.8% |
| 30D | -2.9% | -2.0% | -0.9% | -1.2% |
| 3M | +2.4% | +3.1% | -0.7% | -0.3% |
| 6M | -2.6% | +8.9% | -11.5% | -9.6% |
| YTD | -10.0% | +14.7% | -24.7% | -20.1% |
| 1Y | -7.7% | +19.4% | -27.1% | -21.1% |
| 3Y | +8.9% | +65.4% | -56.5% | -31.7% |
| 5Y | +6.0% | +77.6% | -71.6% | -38.9% |
| 10Y | +84.4% | +207.8% | -123.4% | -42.6% |
| All | +109.8% | +441.3% | -331.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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