+25.8%
ON vs INDA
+9.0%
+16.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +17.0% | +3.1% | +14.0% | +12.6% |
| 30D | -3.9% | +9.1% | -13.0% | -14.5% |
| 3M | -11.5% | +3.2% | -14.7% | -15.2% |
| 6M | -29.2% | +8.5% | -37.7% | -36.0% |
| YTD | +36.2% | -4.6% | +40.8% | +44.7% |
| 1Y | +49.6% | -5.5% | +55.2% | +60.5% |
| 3Y | +9.4% | +16.7% | -7.3% | -16.2% |
| 5Y | +25.8% | +9.0% | +16.8% | +4.9% |
| All | +25.8% | +9.0% | +16.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling