+25.1%
RF vs INDA
-7.3%
+32.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.2% |
| 7D | +2.3% | +6.9% | -4.7% | -0.9% |
| 30D | +7.2% | +7.4% | -0.2% | +3.7% |
| 3M | -8.2% | -1.0% | -7.2% | -7.7% |
| 6M | +7.0% | +2.9% | +4.2% | +5.5% |
| YTD | +10.3% | -7.4% | +17.7% | +12.5% |
| 1Y | +25.1% | -7.4% | +32.5% | +27.4% |
| All | +25.1% | -7.3% | +32.4% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling