+160.3%
W vs INDA
+18.0%
+142.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.7% |
| 7D | +1.1% | +6.2% | -5.1% | -7.8% |
| 30D | +6.4% | +12.4% | -5.9% | -11.0% |
| 3M | +9.0% | +3.2% | +5.8% | +3.8% |
| 6M | +69.8% | +3.8% | +66.0% | +62.2% |
| YTD | +12.1% | -4.3% | +16.4% | +19.9% |
| 1Y | 0.0% | -4.5% | +4.5% | +7.3% |
| 3Y | +160.3% | +17.1% | +143.3% | +94.3% |
| All | +160.3% | +18.0% | +142.3% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling