+40.3%
RUN vs INDA
+84.7%
-44.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.8% |
| 7D | -3.7% | -2.7% | -1.0% | -1.1% |
| 30D | -13.0% | -2.8% | -10.2% | -10.5% |
| 3M | -31.8% | +1.6% | -33.4% | -32.5% |
| 6M | -32.2% | -1.4% | -30.8% | -30.6% |
| YTD | -53.5% | -10.1% | -43.3% | -47.6% |
| 1Y | -46.5% | -8.8% | -37.8% | -40.6% |
| 3Y | -37.6% | +7.6% | -45.2% | -39.7% |
| 5Y | -80.9% | +5.8% | -86.6% | -80.8% |
| All | +40.3% | +84.7% | -44.4% | -3.2% |
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 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