+1,563.1%
BX vs INDA
+111.6%
+1,451.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.3% |
| 30D | -2.3% | -2.5% | +0.2% | -0.6% |
| 3M | +18.5% | +4.0% | +14.5% | +15.4% |
| 6M | +23.7% | -1.8% | +25.5% | +25.3% |
| YTD | -10.4% | -9.2% | -1.2% | -4.1% |
| 1Y | -19.6% | -7.2% | -12.4% | -15.4% |
| 3Y | +30.8% | +9.8% | +21.0% | +22.6% |
| 5Y | +24.3% | +7.5% | +16.8% | +20.3% |
| 10Y | +679.5% | +80.8% | +598.7% | +429.6% |
| All | +1,563.1% | +111.6% | +1,451.5% | +911.5% |
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 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