+109.4%
BP vs INDA
+10.5%
+98.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | +3.1% | -3.9% | -1.7% |
| 30D | -3.1% | +11.3% | -14.4% | -6.4% |
| 3M | +6.2% | +3.0% | +3.2% | +5.2% |
| 6M | +4.8% | +6.5% | -1.8% | +2.3% |
| YTD | +35.2% | -4.6% | +39.7% | +38.5% |
| 1Y | +27.4% | -5.8% | +33.2% | +31.4% |
| 3Y | +49.8% | +16.8% | +33.0% | +32.9% |
| 5Y | +109.4% | +10.4% | +99.0% | +96.2% |
| All | +109.4% | +10.5% | +98.9% | +96.2% |
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 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