+142.7%
FFIV vs INDA
+10.1%
+132.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -1.5% | -1.0% | -0.6% | -1.2% |
| 30D | -2.7% | -2.5% | -0.1% | -1.7% |
| 3M | -1.7% | +4.0% | -5.6% | -3.3% |
| 6M | +36.1% | -1.8% | +37.9% | +36.6% |
| YTD | +52.6% | -9.2% | +61.8% | +58.2% |
| 1Y | +21.5% | -7.2% | +28.7% | +24.4% |
| 3Y | +142.7% | +9.8% | +132.8% | +126.7% |
| All | +142.7% | +10.1% | +132.5% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling