+531.6%
FICO vs INDA
+104.1%
+427.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.0% |
| 7D | -0.1% | +6.1% | -6.2% | -4.2% |
| 30D | +8.4% | +11.7% | -3.3% | +0.2% |
| 3M | -30.5% | +2.1% | -32.6% | -31.6% |
| 6M | -35.7% | +3.2% | -38.9% | -37.4% |
| YTD | -57.2% | -4.9% | -52.3% | -56.0% |
| 1Y | -58.4% | -4.4% | -54.1% | -57.4% |
| 3Y | -24.8% | +17.6% | -42.4% | -34.4% |
| 5Y | +79.3% | +9.9% | +69.4% | +63.9% |
| 10Y | +531.6% | +102.7% | +429.0% | +283.4% |
| All | +531.6% | +104.1% | +427.6% | +283.4% |
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