+34.2%
FFIV vs INDA
-5.2%
+39.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -2.9% | +3.1% | -6.1% | -3.7% |
| 30D | -32.4% | +11.3% | -43.7% | -34.4% |
| 3M | -22.7% | +3.0% | -25.7% | -23.2% |
| 6M | -10.7% | +6.5% | -17.2% | -12.3% |
| YTD | +25.4% | -4.6% | +29.9% | +23.7% |
| 1Y | +34.2% | -5.8% | +39.9% | +31.7% |
| All | +34.2% | -5.2% | +39.4% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling