+730.4%
BLK vs INDA
+109.4%
+621.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.0% |
| 7D | -3.3% | -2.7% | -0.6% | -1.6% |
| 30D | -6.5% | -2.8% | -3.8% | -4.9% |
| 3M | +6.7% | +1.6% | +5.1% | +5.7% |
| 6M | +14.7% | -1.4% | +16.2% | +15.8% |
| YTD | +2.5% | -10.1% | +12.7% | +9.5% |
| 1Y | -2.8% | -8.8% | +6.0% | +2.7% |
| 3Y | +65.9% | +7.6% | +58.2% | +57.5% |
| 5Y | +33.0% | +5.8% | +27.2% | +28.3% |
| 10Y | +281.2% | +84.0% | +197.2% | +159.6% |
| All | +730.4% | +109.4% | +621.0% | +417.9% |
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 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