+219.1%
TER vs INDA
+7.2%
+212.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +6.1% |
| 7D | +11.0% | -1.0% | +11.9% | +12.1% |
| 30D | -1.9% | -2.5% | +0.7% | +0.9% |
| 3M | -0.7% | +4.0% | -4.6% | -4.8% |
| 6M | +36.4% | -1.8% | +38.2% | +40.1% |
| YTD | +92.4% | -9.2% | +101.6% | +114.9% |
| 1Y | +213.5% | -7.2% | +220.7% | +240.6% |
| 3Y | +277.2% | +9.8% | +267.4% | +231.5% |
| 5Y | +219.1% | +7.5% | +211.6% | +178.3% |
| All | +219.1% | +7.2% | +212.0% | +178.3% |
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