+203.4%
W vs INDA
+95.9%
+107.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +2.0% |
| 7D | -7.4% | +3.1% | -10.5% | -10.3% |
| 30D | +7.8% | +11.3% | -3.5% | -3.2% |
| 3M | +10.9% | +3.0% | +7.9% | +7.6% |
| 6M | +86.4% | +6.5% | +79.9% | +76.8% |
| YTD | +14.0% | -4.6% | +18.5% | +21.7% |
| 1Y | +3.5% | -5.8% | +9.3% | +11.9% |
| 3Y | +164.8% | +16.8% | +148.0% | +135.2% |
| 5Y | -53.1% | +10.4% | -63.5% | -54.0% |
| 10Y | +220.4% | +116.8% | +103.6% | +90.2% |
| All | +203.4% | +95.9% | +107.4% | +62.5% |
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