+9.2%
Z vs INDA
+82.9%
-73.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.6% | -10.6% |
| 7D | -2.3% | +5.5% | -7.8% | -5.8% |
| 30D | +9.4% | +7.0% | +2.3% | +4.4% |
| 3M | -16.1% | -0.6% | -15.5% | -15.5% |
| 6M | -30.4% | +1.7% | -32.2% | -31.1% |
| YTD | -55.6% | -7.5% | -48.1% | -53.0% |
| 1Y | -58.5% | -7.9% | -50.6% | -56.0% |
| 3Y | -19.6% | +14.1% | -33.7% | -26.8% |
| 5Y | -54.1% | +7.4% | -61.6% | -56.0% |
| 10Y | -12.1% | +98.7% | -110.8% | -42.2% |
| All | +9.2% | +82.9% | -73.7% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling