+115.1%
INDA vs BWA
+139.5%
-24.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +0.7% | +5.7% | -5.0% | -0.8% |
| 30D | -0.8% | +1.4% | -2.2% | -1.3% |
| 3M | +3.9% | -12.1% | +16.0% | +7.0% |
| 6M | -0.7% | +28.6% | -29.3% | -8.1% |
| YTD | -7.7% | +51.1% | -58.7% | -19.2% |
| 1Y | -5.1% | +55.9% | -61.0% | -17.9% |
| 3Y | +13.6% | +70.1% | -56.5% | -6.7% |
| 5Y | +7.8% | +90.7% | -82.9% | -17.1% |
| 10Y | +84.6% | +154.0% | -69.3% | +17.2% |
| All | +115.1% | +139.5% | -24.4% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling