+122.4%
INDA vs BBWI
+9.6%
+112.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.1% | -7.7% | +10.8% | +4.1% |
| 30D | +11.3% | +24.8% | -13.5% | +8.2% |
| 3M | +3.0% | +16.2% | -13.2% | +0.7% |
| 6M | +6.5% | +15.8% | -9.3% | +3.8% |
| YTD | -4.6% | +11.4% | -16.0% | -7.2% |
| 1Y | -5.8% | +3.2% | -9.0% | -8.2% |
| 3Y | +16.8% | -23.5% | +40.3% | +15.0% |
| 5Y | +10.4% | -67.4% | +77.8% | +18.6% |
| 10Y | +116.8% | -46.0% | +162.8% | +99.5% |
| All | +122.4% | +9.6% | +112.8% | +56.6% |
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