-80.7%
RUN vs INDA
+4.5%
-85.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -0.2% |
| 7D | -3.4% | -3.6% | +0.3% | +2.2% |
| 30D | -14.0% | -4.0% | -10.0% | -8.4% |
| 3M | -27.5% | +1.7% | -29.2% | -28.8% |
| 6M | -29.0% | -3.6% | -25.3% | -24.2% |
| YTD | -53.1% | -11.0% | -42.1% | -43.2% |
| 1Y | -46.7% | -9.5% | -37.2% | -37.2% |
| 3Y | -38.3% | +7.6% | -45.9% | -45.3% |
| 5Y | -80.7% | +4.8% | -85.5% | -81.8% |
| All | -80.7% | +4.5% | -85.2% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling