+115.1%
INDA vs BBWI
-1.5%
+116.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.4% |
| 7D | +0.7% | +1.5% | -0.8% | +0.5% |
| 30D | -0.8% | -5.2% | +4.4% | -0.4% |
| 3M | +3.9% | +11.1% | -7.2% | +2.2% |
| 6M | -0.7% | -13.4% | +12.7% | 0.0% |
| YTD | -7.7% | +0.1% | -7.8% | -8.8% |
| 1Y | -5.1% | -36.1% | +31.0% | -1.7% |
| 3Y | +13.6% | -44.1% | +57.7% | +16.6% |
| 5Y | +7.8% | -66.2% | +74.0% | +15.2% |
| 10Y | +84.6% | -54.8% | +139.4% | +75.5% |
| All | +115.1% | -1.5% | +116.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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