+901.1%
IRM vs INDA
+115.1%
+786.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | -8.1% | -0.8% | -7.3% | -7.8% |
| 3M | -9.7% | +3.9% | -13.6% | -11.2% |
| 6M | +10.0% | -0.7% | +10.7% | +10.3% |
| YTD | +43.0% | -7.7% | +50.7% | +47.5% |
| 1Y | +32.7% | -5.1% | +37.8% | +35.2% |
| 3Y | +102.7% | +13.6% | +89.1% | +91.2% |
| 5Y | +187.6% | +7.8% | +179.8% | +175.8% |
| 10Y | +420.1% | +84.6% | +335.5% | +284.7% |
| All | +901.1% | +115.1% | +786.0% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling