-16.9%
Z vs INDA
+112.6%
-129.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.9% |
| 7D | -13.1% | +3.1% | -16.2% | -15.1% |
| 30D | +5.9% | +11.3% | -5.4% | -2.1% |
| 3M | -13.7% | +3.0% | -16.7% | -15.4% |
| 6M | -27.1% | +6.5% | -33.7% | -30.4% |
| YTD | -56.8% | -4.6% | -52.3% | -55.3% |
| 1Y | -60.2% | -5.8% | -54.5% | -58.4% |
| 3Y | -19.7% | +16.8% | -36.5% | -28.7% |
| 5Y | -53.7% | +10.4% | -64.1% | -56.8% |
| 10Y | -16.9% | +116.8% | -133.7% | -46.9% |
| All | -16.9% | +112.6% | -129.4% | -46.9% |
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