+126.7%
FFIV vs INDA
+112.6%
+14.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -2.9% | +3.1% | -6.1% | -4.4% |
| 30D | -32.4% | +11.3% | -43.7% | -35.9% |
| 3M | -22.7% | +3.0% | -25.7% | -23.9% |
| 6M | -10.7% | +6.5% | -17.2% | -13.6% |
| YTD | +25.4% | -4.6% | +29.9% | +27.6% |
| 1Y | +34.2% | -5.8% | +39.9% | +37.3% |
| 3Y | +101.2% | +16.8% | +84.4% | +83.9% |
| 5Y | +42.0% | +10.4% | +31.6% | +33.0% |
| 10Y | +126.7% | +116.8% | +9.9% | +56.8% |
| All | +126.7% | +112.6% | +14.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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