+394.8%
IT vs INDA
+121.8%
+273.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | -1.8% | +9.4% | -11.2% | -5.8% |
| 3M | +4.8% | +2.9% | +1.9% | +3.4% |
| 6M | +33.0% | +7.2% | +25.8% | +28.5% |
| YTD | -23.8% | -4.8% | -19.0% | -22.6% |
| 1Y | -16.5% | -5.1% | -11.4% | -15.1% |
| 3Y | -53.6% | +16.7% | -70.3% | -57.3% |
| 5Y | -42.1% | +8.8% | -50.9% | -45.0% |
| 10Y | +90.1% | +116.2% | -26.1% | +35.9% |
| All | +394.8% | +121.8% | +273.1% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling