-16.5%
Z vs INDA
+16.8%
-33.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +0.8% | +1.1% | -0.3% | -0.1% |
| 30D | +5.2% | +9.4% | -4.2% | -2.2% |
| 3M | -17.0% | +2.9% | -20.0% | -19.0% |
| 6M | -22.7% | +7.2% | -29.9% | -26.8% |
| YTD | -56.3% | -4.8% | -51.5% | -54.5% |
| 1Y | -57.7% | -5.1% | -52.6% | -55.9% |
| 3Y | -16.5% | +16.7% | -33.2% | -44.7% |
| All | -16.5% | +16.8% | -33.4% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling