+21.2%
IP vs INDA
+16.8%
+4.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | +7.9% | +9.4% | -1.4% | +2.0% |
| 3M | -15.3% | +2.9% | -18.3% | -16.9% |
| 6M | +10.5% | +7.2% | +3.3% | +6.1% |
| YTD | -9.4% | -4.8% | -4.6% | -8.6% |
| 1Y | -4.6% | -5.1% | +0.4% | -3.7% |
| 3Y | +21.2% | +16.7% | +4.6% | +6.5% |
| All | +21.2% | +16.8% | +4.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling