-12.4%
IP vs INDA
+8.0%
-20.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.3% |
| 7D | -5.1% | +6.6% | -11.7% | -9.0% |
| 30D | +8.5% | +10.4% | -1.8% | +1.8% |
| 3M | -13.8% | +1.5% | -15.4% | -14.7% |
| 6M | +5.7% | +1.7% | +4.0% | +4.6% |
| YTD | -9.1% | -5.8% | -3.3% | -6.3% |
| 1Y | -0.8% | -5.1% | +4.3% | +1.8% |
| 3Y | +14.8% | +16.0% | -1.2% | +2.2% |
| All | -12.4% | +8.0% | -20.4% | -24.4% |
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