-22.7%
U vs INDA
+60.6%
-83.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.5% |
| 7D | +2.6% | +1.1% | +1.5% | +1.0% |
| 30D | +27.6% | +9.4% | +18.2% | +13.3% |
| 3M | +15.3% | +2.9% | +12.4% | +10.8% |
| 6M | +96.4% | +7.2% | +89.2% | +78.7% |
| YTD | +19.6% | -4.8% | +24.4% | +27.4% |
| 1Y | +42.1% | -5.1% | +47.2% | +51.6% |
| 3Y | +87.5% | +16.7% | +70.9% | +46.7% |
| 5Y | -73.1% | +8.8% | -81.9% | -77.3% |
| All | -22.7% | +60.6% | -83.3% | -43.9% |
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