+639.2%
IVV vs INDA
+115.1%
+524.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +0.1% | -0.8% | +0.9% | +0.4% |
| 3M | +2.0% | +3.9% | -1.9% | +0.1% |
| 6M | +13.0% | -0.7% | +13.8% | +13.3% |
| YTD | +13.6% | -7.7% | +21.3% | +17.6% |
| 1Y | +20.1% | -5.1% | +25.2% | +22.7% |
| 3Y | +77.6% | +13.6% | +64.0% | +66.2% |
| 5Y | +82.5% | +7.8% | +74.7% | +74.7% |
| 10Y | +316.5% | +84.6% | +231.9% | +207.2% |
| All | +639.2% | +115.1% | +524.0% | +407.8% |
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