+2,180.3%
TER vs INDA
+115.1%
+2,065.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.1% |
| 30D | -8.3% | -0.8% | -7.5% | -7.8% |
| 3M | -12.2% | +3.9% | -16.1% | -14.3% |
| 6M | +17.1% | -0.7% | +17.8% | +18.7% |
| YTD | +84.7% | -7.7% | +92.3% | +96.8% |
| 1Y | +199.9% | -5.1% | +205.0% | +213.1% |
| 3Y | +232.8% | +13.6% | +219.1% | +208.3% |
| 5Y | +198.6% | +7.8% | +190.8% | +189.5% |
| 10Y | +1,669.7% | +84.6% | +1,585.1% | +1,127.5% |
| All | +2,180.3% | +115.1% | +2,065.1% | +1,366.9% |
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