-54.3%
S vs INDA
+18.2%
-72.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +1.0% |
| 7D | -1.2% | -2.6% | +1.4% | +1.6% |
| 30D | -12.6% | -2.9% | -9.6% | -9.8% |
| 3M | +27.6% | +2.4% | +25.2% | +23.8% |
| 6M | +35.5% | -2.6% | +38.1% | +38.4% |
| YTD | +29.6% | -10.0% | +39.6% | +44.7% |
| 1Y | +8.1% | -7.7% | +15.8% | +16.2% |
| 3Y | +14.8% | +8.9% | +5.9% | -6.3% |
| 5Y | -70.6% | +6.0% | -76.5% | -74.3% |
| All | -54.3% | +18.2% | -72.5% | -61.4% |
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