+1,532.0%
NDAQ vs INDA
+121.8%
+1,410.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | +18.0% | +9.4% | +8.6% | +13.4% |
| 3M | +11.5% | +2.9% | +8.6% | +10.1% |
| 6M | +21.1% | +7.2% | +13.8% | +17.3% |
| YTD | +12.8% | -4.8% | +17.6% | +15.0% |
| 1Y | +25.7% | -5.1% | +30.8% | +28.2% |
| 3Y | +116.8% | +16.7% | +100.1% | +100.8% |
| 5Y | +67.3% | +8.8% | +58.5% | +59.2% |
| 10Y | +473.3% | +116.2% | +357.1% | +297.3% |
| All | +1,532.0% | +121.8% | +1,410.2% | +985.9% |
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 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