+84.4%
FICO vs INDA
+8.7%
+75.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | +1.1% | +1.1% | +1.5% |
| 30D | +0.1% | +9.4% | -9.3% | -6.0% |
| 3M | -35.2% | +2.9% | -38.1% | -36.5% |
| 6M | -32.4% | +7.2% | -39.6% | -35.9% |
| YTD | -57.4% | -4.8% | -52.6% | -56.0% |
| 1Y | -58.5% | -5.1% | -53.5% | -57.1% |
| 3Y | -28.9% | +16.7% | -45.5% | -39.8% |
| All | +84.4% | +8.7% | +75.6% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling