+82.3%
INDA vs BNS
+188.9%
-106.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -2.8% | +3.5% | -6.2% | -4.7% |
| 3M | +1.6% | +14.1% | -12.4% | -5.6% |
| 6M | -1.4% | +33.8% | -35.2% | -15.9% |
| YTD | -10.1% | +29.5% | -39.6% | -22.1% |
| 1Y | -8.8% | +48.4% | -57.2% | -26.7% |
| 3Y | +7.6% | +129.6% | -122.0% | -33.3% |
| 5Y | +5.8% | +96.1% | -90.3% | -29.4% |
| All | +82.3% | +188.9% | -106.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling