+33.2%
Q vs INDA
-5.7%
+38.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.6% |
| 7D | +6.6% | +3.1% | +3.4% | +3.2% |
| 30D | +2.7% | +11.3% | -8.6% | -8.8% |
| 3M | -8.4% | +3.0% | -11.4% | -10.7% |
| 6M | -17.3% | +6.5% | -23.9% | -22.4% |
| YTD | +55.3% | -4.6% | +59.8% | +61.4% |
| 1Y | +31.5% | -5.8% | +37.2% | +39.4% |
| All | +33.2% | -5.7% | +38.9% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling