-24.1%
FICO vs INDA
+15.9%
-40.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | -0.9% | +6.6% | -7.6% | -4.1% |
| 30D | +3.3% | +10.4% | -7.0% | -1.7% |
| 3M | -31.7% | +1.5% | -33.3% | -32.3% |
| 6M | -34.0% | +1.7% | -35.7% | -34.7% |
| YTD | -58.3% | -5.8% | -52.5% | -57.0% |
| 1Y | -57.9% | -5.1% | -52.8% | -56.8% |
| 3Y | -24.1% | +16.0% | -40.1% | -28.6% |
| All | -24.1% | +15.9% | -40.0% | -28.6% |
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 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