+1,467.3%
TER vs INDA
+122.9%
+1,344.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | -8.9% | +6.2% | -15.1% | -12.8% |
| 30D | -39.1% | +12.4% | -51.4% | -44.1% |
| 3M | -32.8% | +3.2% | -35.9% | -34.5% |
| 6M | -31.7% | +3.8% | -35.5% | -33.6% |
| YTD | +26.9% | -4.3% | +31.2% | +31.3% |
| 1Y | +33.6% | -4.5% | +38.1% | +38.3% |
| 3Y | +181.5% | +17.1% | +164.4% | +154.2% |
| 5Y | +76.1% | +11.0% | +65.1% | +66.5% |
| 10Y | +1,006.2% | +107.5% | +898.7% | +616.4% |
| All | +1,467.3% | +122.9% | +1,344.4% | +879.0% |
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