+195.5%
W vs INDA
+95.8%
+99.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -1.7% | +3.1% | -4.7% | -4.7% |
| 30D | +3.2% | +9.1% | -5.9% | -5.5% |
| 3M | +8.3% | +3.2% | +5.1% | +4.9% |
| 6M | +84.3% | +8.5% | +75.8% | +71.6% |
| YTD | +11.0% | -4.6% | +15.7% | +18.6% |
| 1Y | -0.2% | -5.5% | +5.3% | +7.6% |
| 3Y | +157.9% | +16.7% | +141.2% | +129.3% |
| 5Y | -56.8% | +9.0% | -65.8% | -57.2% |
| 10Y | +212.2% | +116.6% | +95.5% | +85.5% |
| All | +195.5% | +95.8% | +99.8% | +58.4% |
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