+122.2%
INDA vs BWA
+80.8%
+41.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.1% | +7.3% | -4.2% | +1.1% |
| 30D | +9.1% | -15.8% | +24.9% | +13.9% |
| 3M | +3.2% | -25.7% | +28.9% | +11.0% |
| 6M | +8.5% | -19.6% | +28.1% | +13.6% |
| YTD | -4.6% | +14.1% | -18.7% | -10.4% |
| 1Y | -5.5% | +12.2% | -17.7% | -11.0% |
| 3Y | +16.7% | +63.8% | -47.1% | -3.9% |
| 5Y | +9.0% | +28.7% | -19.7% | -6.6% |
| 10Y | +116.6% | +95.8% | +20.9% | +46.8% |
| All | +122.2% | +80.8% | +41.4% | +52.1% |
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