-42.4%
IT vs INDA
+8.7%
-51.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.4% |
| 30D | -1.8% | +9.4% | -11.2% | -7.2% |
| 3M | +4.8% | +2.9% | +1.9% | +2.9% |
| 6M | +33.0% | +7.2% | +25.8% | +26.8% |
| YTD | -23.8% | -4.8% | -19.0% | -21.4% |
| 1Y | -16.5% | -5.1% | -11.4% | -13.7% |
| 3Y | -53.6% | +16.7% | -70.3% | -61.0% |
| All | -42.4% | +8.7% | -51.1% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling