+24.7%
Z vs INDA
+82.5%
-57.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.5% |
| 30D | -4.2% | -0.8% | -3.4% | -3.6% |
| 3M | -3.7% | +3.9% | -7.6% | -6.3% |
| 6M | -24.5% | -0.7% | -23.8% | -24.2% |
| YTD | -49.3% | -7.7% | -41.6% | -46.4% |
| 1Y | -58.7% | -5.1% | -53.6% | -57.2% |
| 3Y | -34.1% | +13.6% | -47.8% | -40.0% |
| 5Y | -64.5% | +7.8% | -72.3% | -66.3% |
| 10Y | -0.5% | +84.6% | -85.1% | -32.3% |
| All | +24.7% | +82.5% | -57.8% | -16.5% |
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 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