-68.3%
U vs INDA
+5.9%
-74.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.8% |
| 7D | +4.4% | -2.6% | +7.0% | +8.6% |
| 30D | -1.3% | -2.9% | +1.6% | +3.1% |
| 3M | +49.6% | +2.4% | +47.2% | +43.7% |
| 6M | +100.2% | -2.6% | +102.8% | +106.8% |
| YTD | -3.7% | -10.0% | +6.3% | +13.1% |
| 1Y | -6.5% | -7.7% | +1.2% | +4.6% |
| 3Y | +12.9% | +8.9% | +4.0% | -11.1% |
| 5Y | -68.3% | +6.0% | -74.3% | -73.1% |
| All | -68.3% | +5.9% | -74.2% | -73.1% |
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 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