+239.8%
BA vs INDA
+115.1%
+124.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +0.7% | +0.5% | +0.7% |
| 30D | -11.6% | -0.8% | -10.8% | -11.1% |
| 3M | -2.4% | +3.9% | -6.3% | -4.8% |
| 6M | -6.6% | -0.7% | -5.9% | -6.0% |
| YTD | -2.2% | -7.7% | +5.4% | +3.2% |
| 1Y | -8.0% | -5.1% | -2.9% | -4.9% |
| 3Y | -5.0% | +13.6% | -18.6% | -13.8% |
| 5Y | -2.7% | +7.8% | -10.5% | -7.6% |
| 10Y | +75.9% | +84.6% | -8.8% | +20.0% |
| All | +239.8% | +115.1% | +124.6% | +115.9% |
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 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