-53.4%
S vs INDA
+16.8%
-70.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +3.1% |
| 7D | +0.1% | -3.6% | +3.7% | +4.1% |
| 30D | -11.8% | -4.0% | -7.8% | -8.0% |
| 3M | +33.9% | +1.7% | +32.2% | +30.9% |
| 6M | +40.1% | -3.6% | +43.7% | +44.7% |
| YTD | +32.1% | -11.0% | +43.1% | +49.3% |
| 1Y | +11.0% | -9.5% | +20.5% | +22.2% |
| 3Y | +16.9% | +7.6% | +9.3% | -3.3% |
| 5Y | -68.9% | +4.8% | -73.7% | -72.5% |
| All | -53.4% | +16.8% | -70.2% | -60.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling