+1.0%
BAX vs INDA
-9.3%
+10.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.2% |
| 7D | -5.4% | -3.6% | -1.8% | -2.0% |
| 30D | -12.4% | -4.0% | -8.4% | -9.0% |
| 3M | +19.1% | +1.7% | +17.4% | +17.9% |
| 6M | +38.6% | -3.6% | +42.3% | +40.8% |
| YTD | +26.7% | -11.0% | +37.7% | +34.1% |
| 1Y | +1.0% | -9.5% | +10.5% | +7.5% |
| All | +1.0% | -9.3% | +10.3% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling