-73.3%
U vs INDA
+8.7%
-82.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.5% |
| 7D | +2.6% | +1.1% | +1.5% | +0.8% |
| 30D | +27.6% | +9.4% | +18.2% | +11.2% |
| 3M | +15.3% | +2.9% | +12.4% | +10.1% |
| 6M | +96.4% | +7.2% | +89.2% | +75.8% |
| YTD | +19.6% | -4.8% | +24.4% | +28.9% |
| 1Y | +42.1% | -5.1% | +47.2% | +53.4% |
| 3Y | +87.5% | +16.7% | +70.9% | +31.5% |
| All | -73.3% | +8.7% | -82.0% | -80.1% |
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