-39.3%
FICO vs INDA
-7.0%
-32.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.6% |
| 7D | -15.4% | -1.0% | -14.4% | -15.2% |
| 30D | -10.4% | -2.5% | -7.8% | -9.7% |
| 3M | -22.7% | +4.0% | -26.7% | -23.9% |
| 6M | -36.8% | -1.8% | -35.0% | -36.6% |
| YTD | -44.8% | -9.2% | -35.6% | -44.2% |
| 1Y | -39.3% | -7.2% | -32.1% | -38.7% |
| All | -39.3% | -7.0% | -32.3% | -38.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling