+623.5%
SPY vs INDA
+121.8%
+501.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | -2.0% | +9.4% | -11.4% | -6.0% |
| 3M | -2.8% | +2.9% | -5.7% | -4.2% |
| 6M | +2.1% | +7.2% | -5.1% | -1.2% |
| YTD | +11.5% | -4.8% | +16.3% | +13.7% |
| 1Y | +13.5% | -5.1% | +18.5% | +15.8% |
| 3Y | +77.7% | +16.7% | +61.0% | +64.3% |
| 5Y | +72.6% | +8.8% | +63.8% | +64.5% |
| 10Y | +308.2% | +116.2% | +191.9% | +185.8% |
| All | +623.5% | +121.8% | +501.7% | +391.3% |
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