+8.9%
BAX vs INDA
+115.1%
-106.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.7% | -1.9% | -1.4% |
| 30D | -5.5% | -0.8% | -4.7% | -5.2% |
| 3M | +33.5% | +3.9% | +29.6% | +31.8% |
| 6M | +35.9% | -0.7% | +36.6% | +36.4% |
| YTD | +35.4% | -7.7% | +43.0% | +39.5% |
| 1Y | +9.8% | -5.1% | +14.8% | +12.0% |
| 3Y | -32.7% | +13.6% | -46.4% | -35.6% |
| 5Y | -65.6% | +7.8% | -73.4% | -66.6% |
| 10Y | -34.9% | +84.6% | -119.6% | -49.1% |
| All | +8.9% | +115.1% | -106.2% | -20.4% |
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