+165.3%
IWM vs INDA
+83.0%
+82.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.3% |
| 7D | -2.5% | -3.6% | +1.1% | -0.3% |
| 30D | -4.4% | -4.0% | -0.5% | -2.0% |
| 3M | +2.2% | +1.7% | +0.5% | +1.1% |
| 6M | +14.0% | -3.6% | +17.7% | +16.6% |
| YTD | +17.4% | -11.0% | +28.4% | +25.9% |
| 1Y | +22.9% | -9.5% | +32.4% | +30.3% |
| 3Y | +62.1% | +7.6% | +54.4% | +53.8% |
| 5Y | +38.2% | +4.8% | +33.4% | +33.1% |
| All | +165.3% | +83.0% | +82.3% | +89.3% |
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 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