-41.9%
IT vs INDA
+5.7%
-47.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +4.7% |
| 7D | -3.7% | -2.7% | -1.0% | -1.9% |
| 30D | +0.1% | -2.8% | +2.8% | +1.9% |
| 3M | +20.7% | +1.6% | +19.1% | +19.3% |
| 6M | +12.0% | -1.4% | +13.4% | +12.4% |
| YTD | -28.8% | -10.1% | -18.7% | -23.7% |
| 1Y | -25.5% | -8.8% | -16.7% | -21.3% |
| 3Y | -48.8% | +7.6% | -56.4% | -54.2% |
| All | -41.9% | +5.7% | -47.6% | -48.7% |
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