-53.2%
S vs INDA
+21.2%
-74.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.7% | +0.7% | -8.4% | -8.4% |
| 30D | -5.3% | -0.8% | -4.5% | -4.7% |
| 3M | +20.3% | +3.9% | +16.3% | +14.9% |
| 6M | +47.4% | -0.7% | +48.1% | +47.5% |
| YTD | +32.5% | -7.7% | +40.2% | +44.0% |
| 1Y | +9.5% | -5.1% | +14.6% | +14.2% |
| 3Y | +15.5% | +13.6% | +1.9% | -10.6% |
| 5Y | -71.2% | +7.8% | -79.0% | -75.4% |
| All | -53.2% | +21.2% | -74.4% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling