+1,493.8%
TER vs INDA
+121.8%
+1,372.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +14.4% | +1.1% | +13.3% | +13.6% |
| 30D | -30.6% | +9.4% | -39.9% | -35.1% |
| 3M | -39.2% | +2.9% | -42.1% | -40.7% |
| 6M | -31.3% | +7.2% | -38.5% | -34.6% |
| YTD | +29.1% | -4.8% | +33.9% | +34.0% |
| 1Y | +47.4% | -5.1% | +52.5% | +53.4% |
| 3Y | +191.2% | +16.7% | +174.6% | +163.6% |
| 5Y | +74.0% | +8.8% | +65.2% | +66.6% |
| 10Y | +1,005.1% | +116.2% | +888.9% | +603.0% |
| All | +1,493.8% | +121.8% | +1,372.0% | +899.2% |
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