+109.8%
INDA vs BTG
+80.8%
+29.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | -2.6% | +2.4% | -5.0% | -2.8% |
| 30D | -2.9% | +9.5% | -12.4% | -3.6% |
| 3M | +2.4% | +38.5% | -36.1% | -0.2% |
| 6M | -2.6% | +5.6% | -8.3% | -3.5% |
| YTD | -10.0% | +23.9% | -33.9% | -12.0% |
| 1Y | -7.7% | +32.1% | -39.8% | -10.4% |
| 3Y | +8.9% | +103.2% | -94.3% | +1.6% |
| 5Y | +6.0% | +79.7% | -73.7% | -1.3% |
| 10Y | +84.4% | +159.1% | -74.7% | +64.6% |
| All | +109.8% | +80.8% | +29.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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