-64.8%
Z vs INDA
+8.8%
-73.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.7% |
| 30D | -4.2% | -0.8% | -3.4% | -3.4% |
| 3M | -3.7% | +3.9% | -7.6% | -7.4% |
| 6M | -24.5% | -0.7% | -23.8% | -24.0% |
| YTD | -49.3% | -7.7% | -41.6% | -44.9% |
| 1Y | -58.7% | -5.1% | -53.6% | -56.6% |
| 3Y | -34.1% | +13.6% | -47.8% | -46.2% |
| All | -64.8% | +8.8% | -73.7% | -71.9% |
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 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