+607.6%
IVV vs INDA
+119.4%
+488.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | -2.7% | +6.6% | -9.3% | -5.6% |
| 30D | -5.4% | +10.4% | -15.7% | -9.7% |
| 3M | -4.1% | +1.5% | -5.6% | -4.8% |
| 6M | +0.7% | +1.7% | -1.0% | -0.2% |
| YTD | +8.7% | -5.8% | +14.6% | +11.5% |
| 1Y | +11.0% | -5.1% | +16.1% | +13.3% |
| 3Y | +75.4% | +16.0% | +59.4% | +62.4% |
| 5Y | +68.3% | +9.3% | +59.1% | +60.0% |
| 10Y | +315.5% | +102.1% | +213.4% | +196.4% |
| All | +607.6% | +119.4% | +488.2% | +381.3% |
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