+27.4%
IVZ vs INDA
+8.0%
+19.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.8% |
| 7D | -2.4% | +6.6% | -9.1% | -8.8% |
| 30D | -11.2% | +10.4% | -21.6% | -20.0% |
| 3M | -14.0% | +1.5% | -15.5% | -15.4% |
| 6M | +0.5% | +1.7% | -1.3% | -1.5% |
| YTD | +5.4% | -5.8% | +11.3% | +12.3% |
| 1Y | +19.5% | -5.1% | +24.5% | +26.1% |
| 3Y | +128.7% | +16.0% | +112.7% | +83.4% |
| All | +27.4% | +8.0% | +19.4% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling