+55.3%
INDA vs ZCMD
-100.0%
+155.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.0% | +1.0% |
| 7D | -2.7% | -5.4% | +2.7% | -2.6% |
| 30D | -2.8% | -24.8% | +22.0% | -2.6% |
| 3M | +1.6% | -62.8% | +64.4% | +1.0% |
| 6M | -1.4% | -99.5% | +98.1% | +3.1% |
| YTD | -10.1% | -99.8% | +89.6% | -5.1% |
| 1Y | -8.8% | -99.9% | +91.1% | -2.3% |
| 3Y | +7.6% | -100.0% | +107.6% | +20.4% |
| 5Y | +5.8% | -100.0% | +105.8% | +18.5% |
| All | +55.3% | -100.0% | +155.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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