+261.5%
RF vs INDA
+104.1%
+157.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.4% |
| 7D | -0.1% | +6.1% | -6.2% | -4.5% |
| 30D | +7.0% | +11.7% | -4.7% | -1.5% |
| 3M | -7.0% | +2.1% | -9.1% | -8.6% |
| 6M | +6.8% | +3.2% | +3.6% | +4.0% |
| YTD | +9.9% | -4.9% | +14.8% | +13.5% |
| 1Y | +21.1% | -4.4% | +25.5% | +24.4% |
| 3Y | +119.6% | +17.6% | +102.0% | +90.1% |
| 5Y | +46.2% | +9.9% | +36.3% | +33.5% |
| 10Y | +261.5% | +102.7% | +158.8% | +120.9% |
| All | +261.5% | +104.1% | +157.4% | +120.9% |
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