+397.7%
BAC vs INDA
+81.7%
+316.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | +0.6% | -2.6% | +3.2% | +2.5% |
| 30D | -1.4% | -2.9% | +1.6% | +0.7% |
| 3M | +15.7% | +2.4% | +13.4% | +13.7% |
| 6M | +32.2% | -2.6% | +34.8% | +34.1% |
| YTD | +15.8% | -10.0% | +25.7% | +24.1% |
| 1Y | +27.3% | -7.7% | +34.9% | +33.8% |
| 3Y | +137.5% | +8.9% | +128.6% | +118.8% |
| 5Y | +73.1% | +6.0% | +67.1% | +62.6% |
| 10Y | +397.7% | +84.4% | +313.3% | +210.3% |
| All | +397.7% | +81.7% | +316.0% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling