+122.9%
INDA vs BB
-46.2%
+169.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +6.2% | +11.6% | -5.4% | +5.3% |
| 30D | +12.4% | +2.6% | +9.8% | +11.9% |
| 3M | +3.2% | +3.5% | -0.4% | +2.4% |
| 6M | +3.8% | +43.5% | -39.7% | -0.5% |
| YTD | -4.3% | +141.2% | -145.5% | -12.3% |
| 1Y | -4.5% | +97.4% | -101.9% | -11.2% |
| 3Y | +17.1% | +151.1% | -134.0% | +3.8% |
| 5Y | +11.0% | -12.8% | +23.8% | +5.4% |
| 10Y | +107.5% | +27.5% | +80.0% | +68.2% |
| All | +122.9% | -46.2% | +169.1% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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