+939.2%
BAC vs INDA
+115.1%
+824.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.1% | +0.7% | +0.4% | +0.6% |
| 30D | -0.4% | -0.8% | +0.4% | +0.1% |
| 3M | +16.9% | +3.9% | +13.0% | +13.9% |
| 6M | +26.6% | -0.7% | +27.3% | +26.8% |
| YTD | +15.8% | -7.7% | +23.5% | +21.4% |
| 1Y | +27.2% | -5.1% | +32.3% | +30.8% |
| 3Y | +132.4% | +13.6% | +118.8% | +110.7% |
| 5Y | +72.6% | +7.8% | +64.8% | +62.1% |
| 10Y | +389.7% | +84.6% | +305.1% | +217.0% |
| All | +939.2% | +115.1% | +824.1% | +499.0% |
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