-33.1%
BAX vs INDA
+115.4%
-148.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +4.1% | +9.4% | -5.3% | +0.1% |
| 3M | -4.5% | +2.9% | -7.5% | -5.8% |
| 6M | +49.2% | +7.2% | +42.0% | +45.0% |
| YTD | +35.2% | -4.8% | +40.1% | +38.1% |
| 1Y | +38.3% | -5.1% | +43.4% | +41.3% |
| 3Y | -19.0% | +16.7% | -35.7% | -23.9% |
| 5Y | -64.2% | +8.8% | -72.9% | -65.6% |
| All | -33.1% | +115.4% | -148.6% | -48.9% |
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 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