+121.8%
INDA vs BB
-47.6%
+169.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +9.4% | +8.1% | +1.2% | +8.5% |
| 3M | +2.9% | -1.0% | +3.9% | +2.5% |
| 6M | +7.2% | +45.9% | -38.7% | +2.7% |
| YTD | -4.8% | +134.8% | -139.6% | -12.6% |
| 1Y | -5.1% | +104.6% | -109.7% | -12.0% |
| 3Y | +16.7% | +152.8% | -136.2% | +3.3% |
| 5Y | +8.8% | -17.4% | +26.2% | +3.7% |
| 10Y | +116.2% | +22.4% | +93.8% | +75.7% |
| All | +121.8% | -47.6% | +169.4% | +95.7% |
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