-62.1%
W vs INDA
+7.2%
-69.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +3.5% |
| 7D | +6.5% | -1.0% | +7.5% | +8.3% |
| 30D | -6.2% | -2.5% | -3.7% | -1.9% |
| 3M | +48.9% | +4.0% | +44.9% | +40.3% |
| 6M | +31.2% | -1.8% | +33.0% | +38.0% |
| YTD | -0.4% | -9.2% | +8.7% | +20.4% |
| 1Y | +14.8% | -7.2% | +22.0% | +33.2% |
| 3Y | +40.5% | +9.8% | +30.7% | +14.5% |
| 5Y | -62.1% | +7.5% | -69.6% | -68.2% |
| All | -62.1% | +7.2% | -69.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling