-32.0%
BAX vs INDA
+10.1%
-42.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -2.6% |
| 7D | -2.4% | -1.0% | -1.4% | -1.7% |
| 30D | -9.7% | -2.5% | -7.2% | -8.1% |
| 3M | +29.3% | +4.0% | +25.3% | +26.3% |
| 6M | +40.7% | -1.8% | +42.5% | +41.9% |
| YTD | +30.3% | -9.2% | +39.4% | +37.3% |
| 1Y | +3.4% | -7.2% | +10.6% | +7.6% |
| 3Y | -32.0% | +9.8% | -41.9% | -35.2% |
| All | -32.0% | +10.1% | -42.2% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling