+227.6%
O vs INDA
+121.8%
+105.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +7.1% | +9.4% | -2.2% | +3.3% |
| 3M | -5.2% | +2.9% | -8.2% | -6.4% |
| 6M | -1.8% | +7.2% | -9.0% | -4.7% |
| YTD | +9.1% | -4.8% | +13.9% | +10.7% |
| 1Y | +9.7% | -5.1% | +14.8% | +11.4% |
| 3Y | +39.1% | +16.7% | +22.5% | +28.3% |
| 5Y | +8.4% | +8.8% | -0.4% | +2.3% |
| 10Y | +80.2% | +116.2% | -36.1% | +26.7% |
| All | +227.6% | +121.8% | +105.8% | +120.5% |
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