-21.3%
IT vs INDA
-5.0%
-16.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -6.0% | +0.7% | -6.7% | -6.0% |
| 30D | 0.0% | -0.8% | +0.8% | 0.0% |
| 3M | +13.1% | +3.9% | +9.1% | +13.5% |
| 6M | +11.7% | -0.7% | +12.4% | +11.5% |
| YTD | -26.1% | -7.7% | -18.4% | -26.9% |
| 1Y | -21.3% | -5.1% | -16.2% | -18.3% |
| All | -21.3% | -5.0% | -16.3% | -18.3% |
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