+38.2%
IWM vs INDA
+5.9%
+32.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | -1.1% | -2.6% | +1.5% | +0.8% |
| 30D | -3.1% | -2.9% | -0.2% | -0.9% |
| 3M | +2.2% | +2.4% | -0.2% | +0.3% |
| 6M | +15.1% | -2.6% | +17.7% | +17.2% |
| YTD | +18.6% | -10.0% | +28.5% | +28.0% |
| 1Y | +24.0% | -7.7% | +31.6% | +30.9% |
| 3Y | +63.7% | +8.9% | +54.8% | +47.9% |
| 5Y | +38.2% | +6.0% | +32.2% | +25.0% |
| All | +38.2% | +5.9% | +32.3% | +25.0% |
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