+882.0%
IRM vs INDA
+121.8%
+760.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.8% | +1.1% | +5.7% | +6.3% |
| 30D | +2.6% | +9.4% | -6.8% | -1.2% |
| 3M | -9.5% | +2.9% | -12.4% | -10.6% |
| 6M | -8.5% | +7.2% | -15.7% | -11.2% |
| YTD | +40.3% | -4.8% | +45.1% | +42.8% |
| 1Y | +28.7% | -5.1% | +33.8% | +31.1% |
| 3Y | +111.8% | +16.7% | +95.2% | +97.5% |
| 5Y | +189.1% | +8.8% | +180.3% | +176.1% |
| 10Y | +519.8% | +116.2% | +403.6% | +333.8% |
| All | +882.0% | +121.8% | +760.2% | +552.1% |
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