+715.0%
P vs INDA
+80.4%
+634.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.9% |
| 7D | +7.8% | -1.0% | +8.8% | +8.6% |
| 30D | +12.3% | -2.5% | +14.9% | +14.5% |
| 3M | +37.1% | +4.0% | +33.1% | +33.2% |
| 6M | +66.1% | -1.8% | +67.9% | +67.7% |
| YTD | +50.9% | -9.2% | +60.1% | +62.1% |
| 1Y | +27.2% | -7.2% | +34.4% | +34.5% |
| 3Y | +158.7% | +9.8% | +148.8% | +142.3% |
| 5Y | +291.1% | +7.5% | +283.6% | +271.6% |
| 10Y | +715.0% | +80.8% | +634.2% | +479.5% |
| All | +715.0% | +80.4% | +634.6% | +479.5% |
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 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