+192.8%
IRM vs INDA
+5.9%
+186.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +3.0% | -2.6% | +5.6% | +4.5% |
| 30D | -5.2% | -2.9% | -2.3% | -3.7% |
| 3M | -8.0% | +2.4% | -10.4% | -9.3% |
| 6M | +9.2% | -2.6% | +11.8% | +10.4% |
| YTD | +41.0% | -10.0% | +50.9% | +48.4% |
| 1Y | +23.3% | -7.7% | +30.9% | +27.8% |
| 3Y | +102.8% | +8.9% | +94.0% | +89.4% |
| 5Y | +192.8% | +6.0% | +186.8% | +166.9% |
| All | +192.8% | +5.9% | +186.9% | +166.9% |
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