+630.9%
NI vs INDA
+111.6%
+519.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.8% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | -1.7% | -2.5% | +0.9% | -0.8% |
| 3M | -8.0% | +4.0% | -12.0% | -9.3% |
| 6M | -8.6% | -1.8% | -6.8% | -8.3% |
| YTD | +2.3% | -9.2% | +11.5% | +5.4% |
| 1Y | +6.9% | -7.2% | +14.1% | +9.2% |
| 3Y | +70.6% | +9.8% | +60.7% | +63.1% |
| 5Y | +96.4% | +7.5% | +88.9% | +88.0% |
| 10Y | +136.1% | +80.8% | +55.4% | +80.0% |
| All | +630.9% | +111.6% | +519.3% | +428.1% |
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