-47.7%
QS vs INDA
+56.3%
-103.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.7% |
| 7D | -5.0% | -3.6% | -1.3% | -0.4% |
| 30D | -18.3% | -4.0% | -14.3% | -14.0% |
| 3M | -26.0% | +1.7% | -27.7% | -27.2% |
| 6M | -24.0% | -3.6% | -20.4% | -19.8% |
| YTD | -50.3% | -11.0% | -39.3% | -42.1% |
| 1Y | -38.0% | -9.5% | -28.5% | -29.6% |
| 3Y | -24.6% | +7.6% | -32.2% | -32.4% |
| 5Y | -75.4% | +4.8% | -80.2% | -77.4% |
| All | -47.7% | +56.3% | -103.9% | -35.9% |
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