+602.8%
FICO vs INDA
+80.4%
+522.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +1.3% |
| 7D | -15.4% | -1.0% | -14.4% | -14.9% |
| 30D | -10.4% | -2.5% | -7.8% | -8.8% |
| 3M | -22.7% | +4.0% | -26.7% | -25.0% |
| 6M | -36.8% | -1.8% | -35.0% | -36.3% |
| YTD | -44.8% | -9.2% | -35.6% | -41.3% |
| 1Y | -39.3% | -7.2% | -32.1% | -36.6% |
| 3Y | +3.7% | +9.8% | -6.1% | -4.9% |
| 5Y | +101.7% | +7.5% | +94.2% | +87.5% |
| 10Y | +602.8% | +80.8% | +522.0% | +344.6% |
| All | +602.8% | +80.4% | +522.3% | +344.6% |
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