-54.9%
Z vs INDA
+10.4%
-65.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -6.2% |
| 7D | -6.5% | +6.2% | -12.7% | -12.3% |
| 30D | -0.1% | +12.4% | -12.5% | -11.6% |
| 3M | -14.1% | +3.2% | -17.3% | -16.8% |
| 6M | -30.1% | +3.8% | -33.8% | -32.7% |
| YTD | -57.5% | -4.3% | -53.2% | -55.4% |
| 1Y | -60.3% | -4.5% | -55.8% | -58.3% |
| 3Y | -21.0% | +17.1% | -38.1% | -38.2% |
| 5Y | -54.9% | +11.0% | -66.0% | -65.0% |
| All | -54.9% | +10.4% | -65.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling