+163.6%
W vs INDA
+89.6%
+74.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | +0.7% | -4.9% | -4.9% |
| 30D | -7.6% | -0.8% | -6.8% | -6.8% |
| 3M | +37.2% | +3.9% | +33.2% | +33.0% |
| 6M | +26.3% | -0.7% | +27.0% | +29.4% |
| YTD | -1.0% | -7.7% | +6.7% | +9.3% |
| 1Y | +20.1% | -5.1% | +25.2% | +28.9% |
| 3Y | +37.8% | +13.6% | +24.2% | +26.5% |
| 5Y | -63.7% | +7.8% | -71.5% | -63.4% |
| 10Y | +156.3% | +84.6% | +71.7% | +65.1% |
| All | +163.6% | +89.6% | +74.0% | +46.0% |
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 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