+233.0%
BAC vs INDA
+112.6%
+120.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.2% |
| 7D | -1.9% | +3.1% | -5.0% | -4.0% |
| 30D | -7.2% | +11.3% | -18.4% | -14.0% |
| 3M | -20.4% | +3.0% | -23.4% | -22.2% |
| 6M | +1.3% | +6.5% | -5.3% | -3.5% |
| YTD | -6.4% | -4.6% | -1.8% | -3.7% |
| 1Y | -3.5% | -5.8% | +2.2% | +0.1% |
| 3Y | +96.7% | +16.8% | +79.9% | +72.0% |
| 5Y | +20.6% | +10.4% | +10.2% | +9.8% |
| 10Y | +233.0% | +116.8% | +116.2% | +80.6% |
| All | +233.0% | +112.6% | +120.5% | +80.6% |
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