-67.5%
S vs INDA
+10.5%
-77.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.7% |
| 7D | +1.2% | +3.1% | -1.9% | -1.8% |
| 30D | -7.3% | +11.3% | -18.6% | -17.2% |
| 3M | +5.9% | +3.0% | +2.9% | +2.2% |
| 6M | +45.6% | +6.5% | +39.1% | +35.3% |
| YTD | +58.5% | -4.6% | +63.1% | +65.8% |
| 1Y | +37.6% | -5.8% | +43.4% | +45.7% |
| 3Y | +51.7% | +16.8% | +34.9% | +13.3% |
| 5Y | -67.5% | +10.4% | -77.9% | -72.8% |
| All | -67.5% | +10.5% | -77.9% | -72.8% |
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