-15.6%
Z vs INDA
+115.4%
-131.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +0.8% | +1.1% | -0.3% | 0.0% |
| 30D | +5.2% | +9.4% | -4.2% | -1.4% |
| 3M | -17.0% | +2.9% | -20.0% | -18.7% |
| 6M | -22.7% | +7.2% | -29.9% | -26.4% |
| YTD | -56.3% | -4.8% | -51.5% | -54.7% |
| 1Y | -57.7% | -5.1% | -52.6% | -56.0% |
| 3Y | -16.5% | +16.7% | -33.2% | -25.8% |
| 5Y | -53.4% | +8.8% | -62.2% | -56.1% |
| All | -15.6% | +115.4% | -131.0% | -45.9% |
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