+80.6%
INDA vs BWA
+153.1%
-72.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -3.6% | -0.1% | -3.6% | -3.6% |
| 30D | -4.0% | -5.5% | +1.5% | -2.8% |
| 3M | +1.7% | -7.6% | +9.3% | +3.3% |
| 6M | -3.6% | +25.0% | -28.6% | -9.6% |
| YTD | -11.0% | +47.0% | -57.9% | -20.7% |
| 1Y | -9.5% | +54.0% | -63.5% | -20.6% |
| 3Y | +7.6% | +70.7% | -63.0% | -10.3% |
| 5Y | +4.8% | +86.7% | -81.9% | -17.4% |
| All | +80.6% | +153.1% | -72.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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