+741.2%
RF vs INDA
+115.1%
+626.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | -3.6% | -0.8% | -2.8% | -3.1% |
| 3M | +8.1% | +3.9% | +4.1% | +5.2% |
| 6M | +11.5% | -0.7% | +12.2% | +11.6% |
| YTD | +15.6% | -7.7% | +23.2% | +21.3% |
| 1Y | +15.7% | -5.1% | +20.8% | +18.9% |
| 3Y | +86.9% | +13.6% | +73.3% | +69.8% |
| 5Y | +89.8% | +7.8% | +82.0% | +79.0% |
| 10Y | +344.7% | +84.6% | +260.0% | +196.0% |
| All | +741.2% | +115.1% | +626.1% | +415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling