+230.0%
O vs INDA
+122.2%
+107.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +3.1% | -3.5% | -1.6% |
| 30D | +8.3% | +9.1% | -0.8% | +4.5% |
| 3M | -4.0% | +3.2% | -7.2% | -5.2% |
| 6M | -2.6% | +8.5% | -11.1% | -5.9% |
| YTD | +9.9% | -4.6% | +14.5% | +11.5% |
| 1Y | +9.8% | -5.5% | +15.4% | +11.8% |
| 3Y | +39.7% | +16.7% | +23.0% | +28.8% |
| 5Y | +9.2% | +9.0% | +0.2% | +3.0% |
| 10Y | +81.5% | +116.6% | -35.1% | +27.6% |
| All | +230.0% | +122.2% | +107.8% | +121.9% |
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