+943.3%
BNY vs INDA
+109.4%
+833.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.5% |
| 7D | -1.3% | -2.7% | +1.4% | +0.1% |
| 30D | -0.2% | -2.8% | +2.6% | +1.3% |
| 3M | +14.9% | +1.6% | +13.3% | +13.7% |
| 6M | +40.0% | -1.4% | +41.4% | +40.4% |
| YTD | +42.0% | -10.1% | +52.1% | +49.6% |
| 1Y | +56.9% | -8.8% | +65.6% | +63.8% |
| 3Y | +289.9% | +7.6% | +282.3% | +270.2% |
| 5Y | +259.2% | +5.8% | +253.4% | +244.3% |
| 10Y | +413.3% | +84.0% | +329.3% | +257.7% |
| All | +943.3% | +109.4% | +833.9% | +573.7% |
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