+42.4%
IVZ vs INDA
+112.6%
-70.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.6% |
| 7D | -2.8% | +3.1% | -5.9% | -5.4% |
| 30D | -2.2% | +11.3% | -13.4% | -11.2% |
| 3M | -8.1% | +3.0% | -11.1% | -10.6% |
| 6M | +3.8% | +6.5% | -2.8% | -2.0% |
| YTD | +11.5% | -4.6% | +16.0% | +16.2% |
| 1Y | +23.7% | -5.8% | +29.5% | +30.4% |
| 3Y | +145.8% | +16.8% | +129.0% | +111.4% |
| 5Y | +36.1% | +10.4% | +25.7% | +24.6% |
| 10Y | +42.4% | +116.8% | -74.4% | -24.6% |
| All | +42.4% | +112.6% | -70.1% | -24.6% |
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