-56.3%
Z vs INDA
+8.0%
-64.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -4.3% |
| 7D | -4.6% | +6.6% | -11.2% | -10.9% |
| 30D | +8.3% | +10.4% | -2.0% | -2.4% |
| 3M | -11.6% | +1.5% | -13.1% | -12.8% |
| 6M | -33.6% | +1.7% | -35.4% | -34.8% |
| YTD | -56.7% | -5.8% | -50.8% | -53.7% |
| 1Y | -59.1% | -5.1% | -54.0% | -56.8% |
| 3Y | -20.4% | +16.0% | -36.4% | -37.2% |
| All | -56.3% | +8.0% | -64.4% | -65.5% |
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 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