-53.6%
Z vs INDA
-7.3%
-46.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +7.0% |
| 7D | +10.2% | +6.9% | +3.2% | +4.3% |
| 30D | +23.7% | +7.4% | +16.2% | +17.0% |
| 3M | -6.6% | -1.0% | -5.6% | -6.1% |
| 6M | -23.0% | +2.9% | -25.9% | -24.6% |
| YTD | -50.3% | -7.4% | -42.9% | -49.1% |
| 1Y | -53.6% | -7.4% | -46.2% | -52.6% |
| All | -53.6% | -7.3% | -46.3% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling