+1,352.7%
NDAQ vs INDA
+115.1%
+1,237.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | +0.7% | -3.2% | -2.8% |
| 30D | +2.5% | -0.8% | +3.2% | +2.8% |
| 3M | +9.9% | +3.9% | +6.0% | +8.0% |
| 6M | +9.4% | -0.7% | +10.1% | +9.5% |
| YTD | +0.4% | -7.7% | +8.1% | +3.7% |
| 1Y | +4.0% | -5.1% | +9.1% | +6.1% |
| 3Y | +94.4% | +13.6% | +80.8% | +82.1% |
| 5Y | +56.7% | +7.8% | +48.9% | +49.8% |
| 10Y | +375.3% | +84.6% | +290.7% | +247.9% |
| All | +1,352.7% | +115.1% | +1,237.5% | +879.7% |
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