-39.0%
U vs INDA
+55.8%
-94.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +0.7% | -4.5% | -4.7% |
| 30D | +17.5% | -0.8% | +18.2% | +18.5% |
| 3M | +38.7% | +3.9% | +34.8% | +31.6% |
| 6M | +104.4% | -0.7% | +105.1% | +105.5% |
| YTD | -5.7% | -7.7% | +2.0% | +4.7% |
| 1Y | +3.7% | -5.1% | +8.8% | +10.3% |
| 3Y | +12.3% | +13.6% | -1.3% | -8.9% |
| 5Y | -68.8% | +7.8% | -76.6% | -72.9% |
| All | -39.0% | +55.8% | -94.8% | -53.9% |
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