+312.0%
IVV vs INDA
+115.8%
+196.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.3% | +3.1% | +0.3% | +1.6% |
| 30D | -2.7% | +9.1% | -11.8% | -7.3% |
| 3M | -1.7% | +3.2% | -4.9% | -3.5% |
| 6M | +3.2% | +8.5% | -5.3% | -1.5% |
| YTD | +12.0% | -4.6% | +16.6% | +14.5% |
| 1Y | +12.1% | -5.5% | +17.6% | +15.2% |
| 3Y | +78.6% | +16.7% | +61.9% | +62.1% |
| 5Y | +73.8% | +9.0% | +64.9% | +63.2% |
| All | +312.0% | +115.8% | +196.2% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling