-25.5%
IT vs INDA
-8.4%
-17.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.2% |
| 7D | -3.7% | -2.7% | -1.0% | -3.7% |
| 30D | +0.1% | -2.8% | +2.8% | +0.1% |
| 3M | +20.7% | +1.6% | +19.1% | +21.1% |
| 6M | +12.0% | -1.4% | +13.4% | +12.1% |
| YTD | -28.8% | -10.1% | -18.7% | -29.0% |
| 1Y | -25.5% | -8.8% | -16.7% | -23.9% |
| All | -25.5% | -8.4% | -17.1% | -23.9% |
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 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