+7.8%
INDA vs BWA
+67.1%
-59.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -2.9% | -5.6% | +2.6% | -2.4% |
| 3M | +2.4% | -10.7% | +13.1% | +3.5% |
| 6M | -2.6% | +23.2% | -25.8% | -5.3% |
| YTD | -10.0% | +46.0% | -55.9% | -14.4% |
| 1Y | -7.7% | +51.2% | -58.8% | -12.7% |
| All | +7.8% | +67.1% | -59.3% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling