-29.1%
FICO vs INDA
+17.0%
-46.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.4% | +3.1% | -1.6% | -0.1% |
| 30D | -0.8% | +9.1% | -9.9% | -5.0% |
| 3M | -31.3% | +3.2% | -34.5% | -32.4% |
| 6M | -33.9% | +8.5% | -42.4% | -36.8% |
| YTD | -57.6% | -4.6% | -52.9% | -56.5% |
| 1Y | -59.7% | -5.5% | -54.1% | -58.4% |
| All | -29.1% | +17.0% | -46.2% | -34.0% |
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