-38.6%
FICO vs INDA
-5.0%
-33.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.7% | -19.9% | -19.3% |
| 30D | -14.6% | -0.8% | -13.8% | -14.4% |
| 3M | -20.1% | +3.9% | -24.0% | -21.3% |
| 6M | -36.3% | -0.7% | -35.6% | -36.4% |
| YTD | -44.9% | -7.7% | -37.2% | -44.5% |
| 1Y | -38.6% | -5.1% | -33.5% | -38.1% |
| All | -38.6% | -5.0% | -33.6% | -38.1% |
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