+43.2%
TER vs INDA
-7.3%
+50.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.5% | -9.8% |
| 7D | -19.9% | +6.9% | -26.8% | -26.4% |
| 30D | -43.5% | +7.4% | -51.0% | -48.7% |
| 3M | -37.8% | -1.0% | -36.8% | -36.4% |
| 6M | -25.6% | +2.9% | -28.4% | -27.8% |
| YTD | +29.8% | -7.4% | +37.3% | +36.7% |
| 1Y | +43.2% | -7.4% | +50.6% | +50.1% |
| All | +43.2% | -7.3% | +50.5% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling