+15.7%
RF vs INDA
-7.0%
+22.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.5% |
| 7D | +2.7% | -1.0% | +3.7% | +3.1% |
| 30D | -3.4% | -2.5% | -0.8% | -2.4% |
| 3M | +6.4% | +4.0% | +2.4% | +4.5% |
| 6M | +13.4% | -1.8% | +15.2% | +13.1% |
| YTD | +14.2% | -9.2% | +23.4% | +14.4% |
| 1Y | +15.7% | -7.2% | +22.9% | +16.3% |
| All | +15.7% | -7.0% | +22.7% | +16.3% |
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