+580.0%
XYZ vs INDA
+80.4%
+499.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.5% |
| 7D | +2.9% | -1.0% | +3.8% | +4.0% |
| 30D | +1.4% | -2.5% | +3.9% | +4.3% |
| 3M | +14.6% | +4.0% | +10.6% | +10.2% |
| 6M | +20.8% | -1.8% | +22.6% | +23.6% |
| YTD | +23.1% | -9.2% | +32.2% | +36.8% |
| 1Y | +5.6% | -7.2% | +12.8% | +14.5% |
| 3Y | +50.9% | +9.8% | +41.1% | +36.4% |
| 5Y | -68.6% | +7.5% | -76.1% | -69.5% |
| 10Y | +580.0% | +80.8% | +499.2% | +340.2% |
| All | +580.0% | +80.4% | +499.6% | +340.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling