+249.0%
USB vs INDA
+115.1%
+133.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -1.3% | -0.8% | -0.5% | -0.9% |
| 3M | +15.2% | +3.9% | +11.3% | +12.7% |
| 6M | +18.8% | -0.7% | +19.5% | +19.0% |
| YTD | +21.0% | -7.7% | +28.7% | +26.0% |
| 1Y | +34.0% | -5.1% | +39.1% | +37.3% |
| 3Y | +95.3% | +13.6% | +81.7% | +80.7% |
| 5Y | +40.4% | +7.8% | +32.6% | +33.6% |
| 10Y | +107.3% | +84.6% | +22.7% | +45.5% |
| All | +249.0% | +115.1% | +133.8% | +128.8% |
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