+10.3%
IP vs INDA
+2.0%
+8.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -3.9% |
| 7D | -5.0% | +5.5% | -10.5% | -11.6% |
| 30D | +6.5% | +7.0% | -0.5% | -2.7% |
| 3M | -18.0% | -0.6% | -17.5% | -16.8% |
| 6M | +10.3% | +1.7% | +8.6% | +6.8% |
| All | +10.3% | +2.0% | +8.3% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling