+65.8%
MAR vs INDA
+6.8%
+58.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.1% |
| 7D | -2.1% | -3.6% | +1.5% | -0.1% |
| 30D | -5.7% | -4.0% | -1.7% | -3.6% |
| 3M | -14.6% | +1.7% | -16.3% | -15.6% |
| 6M | +1.3% | -3.6% | +5.0% | +3.0% |
| YTD | +6.7% | -11.0% | +17.7% | +12.8% |
| 1Y | +26.4% | -9.5% | +35.9% | +32.4% |
| All | +65.8% | +6.8% | +58.9% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling