-3.4%
NDAQ vs INDA
-8.4%
+5.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | -5.6% | -2.7% | -2.9% | -4.6% |
| 30D | -4.4% | -2.8% | -1.6% | -3.4% |
| 3M | +5.9% | +1.6% | +4.2% | +5.2% |
| 6M | +7.7% | -1.4% | +9.2% | +8.0% |
| YTD | -5.2% | -10.1% | +5.0% | -2.3% |
| 1Y | -3.4% | -8.8% | +5.4% | -1.9% |
| All | -3.4% | -8.4% | +5.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling