+23.7%
IP vs INDA
+104.9%
-81.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | 0.0% | +6.2% | -6.2% | -3.8% |
| 30D | +9.4% | +12.4% | -3.0% | +1.4% |
| 3M | -14.1% | +3.2% | -17.2% | -15.7% |
| 6M | +9.2% | +3.8% | +5.4% | +6.8% |
| YTD | -7.5% | -4.3% | -3.2% | -4.8% |
| 1Y | -2.8% | -4.5% | +1.7% | +0.1% |
| 3Y | +21.2% | +17.1% | +4.1% | +8.1% |
| 5Y | -11.5% | +11.0% | -22.5% | -18.8% |
| 10Y | +23.7% | +107.5% | -83.8% | -24.2% |
| All | +23.7% | +104.9% | -81.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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