+7.5%
INDA vs BWA
+88.6%
-81.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -1.0% | +4.3% | -5.3% | -1.7% |
| 30D | -2.5% | -2.9% | +0.4% | -2.1% |
| 3M | +4.0% | -12.4% | +16.4% | +6.1% |
| 6M | -1.8% | +28.6% | -30.4% | -6.6% |
| YTD | -9.2% | +48.2% | -57.4% | -16.4% |
| 1Y | -7.2% | +50.9% | -58.1% | -15.1% |
| 3Y | +9.8% | +72.2% | -62.3% | -3.6% |
| 5Y | +7.5% | +91.1% | -83.6% | -11.2% |
| All | +7.5% | +88.6% | -81.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling