+1,821.5%
MSCI vs INDA
+115.1%
+1,706.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | +0.7% | -0.3% | 0.0% |
| 30D | +0.6% | -0.8% | +1.4% | +0.9% |
| 3M | -7.1% | +3.9% | -11.0% | -9.1% |
| 6M | +0.8% | -0.7% | +1.5% | +0.8% |
| YTD | +1.0% | -7.7% | +8.6% | +4.8% |
| 1Y | +4.3% | -5.1% | +9.4% | +6.5% |
| 3Y | +9.9% | +13.6% | -3.7% | +0.5% |
| 5Y | -6.8% | +7.8% | -14.6% | -11.8% |
| 10Y | +614.7% | +84.6% | +530.0% | +400.9% |
| All | +1,821.5% | +115.1% | +1,706.4% | +1,113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling