+64.2%
T vs INDA
+5.9%
+58.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.5% |
| 30D | +4.6% | -2.9% | +7.5% | +5.2% |
| 3M | +12.2% | +2.4% | +9.9% | +11.5% |
| 6M | -6.5% | -2.6% | -3.8% | -6.0% |
| YTD | +4.9% | -10.0% | +14.8% | +7.5% |
| 1Y | -10.5% | -7.7% | -2.8% | -9.0% |
| 3Y | +104.6% | +8.9% | +95.7% | +92.8% |
| 5Y | +64.2% | +6.0% | +58.2% | +54.3% |
| All | +64.2% | +5.9% | +58.3% | +54.3% |
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 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