-8.8%
IT vs INDA
-7.3%
-1.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.3% | +1.1% |
| 7D | -5.5% | +6.9% | -12.4% | -6.4% |
| 30D | +10.3% | +7.4% | +2.9% | +9.4% |
| 3M | +11.5% | -1.0% | +12.5% | +11.2% |
| 6M | +40.3% | +2.9% | +37.4% | +40.0% |
| YTD | -17.9% | -7.4% | -10.4% | -16.0% |
| 1Y | -8.8% | -7.4% | -1.4% | -6.5% |
| All | -8.8% | -7.3% | -1.5% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling