+652.6%
P vs INDA
+104.9%
+547.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.3% |
| 7D | -13.3% | +6.2% | -19.5% | -17.3% |
| 30D | -34.0% | +12.4% | -46.4% | -39.9% |
| 3M | +4.1% | +3.2% | +0.9% | +1.2% |
| 6M | +30.5% | +3.8% | +26.7% | +26.2% |
| YTD | +52.2% | -4.3% | +56.5% | +56.5% |
| 1Y | +10.3% | -4.5% | +14.8% | +13.8% |
| 3Y | +180.9% | +17.1% | +163.8% | +149.1% |
| 5Y | +259.7% | +11.0% | +248.7% | +231.2% |
| 10Y | +652.6% | +107.5% | +545.1% | +404.9% |
| All | +652.6% | +104.9% | +547.7% | +404.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling