-53.3%
W vs INDA
+10.4%
-63.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.8% |
| 7D | +1.1% | +6.2% | -5.1% | -9.2% |
| 30D | +6.4% | +12.4% | -5.9% | -13.8% |
| 3M | +9.0% | +3.2% | +5.8% | +2.8% |
| 6M | +69.8% | +3.8% | +66.0% | +61.1% |
| YTD | +12.1% | -4.3% | +16.4% | +23.6% |
| 1Y | 0.0% | -4.5% | +4.5% | +10.5% |
| 3Y | +160.3% | +17.1% | +143.3% | +84.3% |
| 5Y | -53.3% | +11.0% | -64.3% | -64.0% |
| All | -53.3% | +10.4% | -63.7% | -64.0% |
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