+5.7%
O vs INDA
-9.3%
+15.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -3.5% | -3.6% | +0.1% | -3.2% |
| 30D | -3.3% | -4.0% | +0.6% | -3.0% |
| 3M | -2.8% | +1.7% | -4.6% | -3.1% |
| 6M | -5.8% | -3.6% | -2.1% | -5.7% |
| YTD | +9.4% | -11.0% | +20.4% | +9.8% |
| 1Y | +5.7% | -9.5% | +15.2% | +6.0% |
| All | +5.7% | -9.3% | +15.0% | +6.0% |
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