+20.1%
W vs INDA
-5.0%
+25.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | -4.2% | +0.7% | -4.9% | -5.5% |
| 30D | -7.6% | -0.8% | -6.8% | -6.1% |
| 3M | +37.2% | +3.9% | +33.2% | +29.2% |
| 6M | +26.3% | -0.7% | +27.0% | +25.6% |
| YTD | -1.0% | -7.7% | +6.7% | +7.2% |
| 1Y | +20.1% | -5.1% | +25.2% | +29.4% |
| All | +20.1% | -5.0% | +25.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling