+119.5%
RF vs INDA
+16.8%
+102.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | +7.3% | +9.4% | -2.0% | +2.2% |
| 3M | -7.9% | +2.9% | -10.9% | -9.4% |
| 6M | +10.5% | +7.2% | +3.3% | +6.2% |
| YTD | +9.6% | -4.8% | +14.5% | +12.5% |
| 1Y | +20.3% | -5.1% | +25.4% | +23.5% |
| 3Y | +119.5% | +16.7% | +102.9% | +71.2% |
| All | +119.5% | +16.8% | +102.7% | +71.2% |
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