-51.7%
FIG vs INDA
-7.3%
-44.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.2% |
| 7D | -4.7% | +6.9% | -11.6% | -6.9% |
| 30D | +0.5% | +7.4% | -6.9% | -1.9% |
| 3M | -18.4% | -1.0% | -17.4% | -18.0% |
| 6M | +10.9% | +2.9% | +8.0% | +9.7% |
| YTD | -40.8% | -7.4% | -33.3% | -38.1% |
| 1Y | -51.7% | -7.4% | -44.3% | -50.6% |
| All | -51.7% | -7.3% | -44.4% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling