-14.5%
Z vs INDA
+104.1%
-118.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.0% |
| 7D | -5.2% | +6.1% | -11.3% | -9.2% |
| 30D | +5.7% | +11.7% | -6.0% | -2.4% |
| 3M | -8.7% | +2.1% | -10.8% | -9.9% |
| 6M | -26.0% | +3.2% | -29.1% | -27.5% |
| YTD | -55.0% | -4.9% | -50.2% | -53.3% |
| 1Y | -58.0% | -4.4% | -53.6% | -56.6% |
| 3Y | -15.2% | +17.6% | -32.8% | -24.9% |
| 5Y | -53.8% | +9.9% | -63.7% | -56.7% |
| 10Y | -14.5% | +102.7% | -117.2% | -42.5% |
| All | -14.5% | +104.1% | -118.6% | -42.5% |
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