-13.5%
IP vs INDA
+10.5%
-23.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -2.8% | +3.1% | -5.9% | -4.7% |
| 30D | +9.2% | +11.3% | -2.1% | +1.9% |
| 3M | -16.1% | +3.0% | -19.1% | -17.7% |
| 6M | +9.6% | +6.5% | +3.0% | +5.4% |
| YTD | -8.8% | -4.6% | -4.2% | -6.7% |
| 1Y | -5.5% | -5.8% | +0.2% | -2.8% |
| 3Y | +19.6% | +16.8% | +2.8% | +6.1% |
| 5Y | -13.5% | +10.4% | -23.8% | -26.0% |
| All | -13.5% | +10.5% | -23.9% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling