+16.7%
INDA vs ZCMD
-100.0%
+116.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | +1.1% | -7.7% | +8.8% | +1.1% |
| 30D | +9.4% | -34.8% | +44.2% | +9.4% |
| 3M | +2.9% | -56.3% | +59.3% | +3.1% |
| 6M | +7.2% | -99.7% | +106.9% | +9.3% |
| YTD | -4.8% | -99.9% | +95.1% | -2.6% |
| 1Y | -5.1% | -99.9% | +94.8% | -2.7% |
| 3Y | +16.7% | -100.0% | +116.7% | +20.0% |
| All | +16.7% | -100.0% | +116.7% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling