+423.6%
IRM vs INDA
+83.0%
+340.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -1.8% | -3.6% | +1.8% | -0.1% |
| 30D | -7.8% | -4.0% | -3.8% | -6.0% |
| 3M | -7.9% | +1.7% | -9.6% | -8.7% |
| 6M | +6.3% | -3.6% | +10.0% | +8.1% |
| YTD | +38.2% | -11.0% | +49.1% | +45.4% |
| 1Y | +19.8% | -9.5% | +29.3% | +25.1% |
| 3Y | +98.8% | +7.6% | +91.1% | +90.7% |
| 5Y | +191.8% | +4.8% | +187.0% | +181.6% |
| All | +423.6% | +83.0% | +340.6% | +274.4% |
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 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