+33.0%
BLK vs INDA
+5.7%
+27.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.8% |
| 7D | -3.3% | -2.7% | -0.6% | -1.0% |
| 30D | -6.5% | -2.8% | -3.8% | -4.3% |
| 3M | +6.7% | +1.6% | +5.1% | +5.2% |
| 6M | +14.7% | -1.4% | +16.2% | +16.0% |
| YTD | +2.5% | -10.1% | +12.7% | +12.2% |
| 1Y | -2.8% | -8.8% | +6.0% | +4.7% |
| 3Y | +65.9% | +7.6% | +58.2% | +47.4% |
| All | +33.0% | +5.7% | +27.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling