+122.9%
BP vs INDA
+122.4%
+0.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -0.8% | +3.1% | -3.9% | -2.3% |
| 30D | -3.1% | +11.3% | -14.4% | -8.4% |
| 3M | +6.2% | +3.0% | +3.2% | +4.2% |
| 6M | +4.8% | +6.5% | -1.8% | +0.6% |
| YTD | +35.2% | -4.6% | +39.7% | +36.4% |
| 1Y | +27.4% | -5.8% | +33.2% | +29.4% |
| 3Y | +49.8% | +16.8% | +33.0% | +33.9% |
| 5Y | +109.4% | +10.4% | +99.0% | +92.3% |
| 10Y | +135.7% | +116.8% | +18.9% | +49.0% |
| All | +122.9% | +122.4% | +0.5% | +37.0% |
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