-79.1%
FIG vs INDA
-5.6%
-73.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | -16.3% | +0.7% | -17.0% | -16.5% |
| 30D | -14.3% | -0.8% | -13.5% | -14.1% |
| 3M | +7.2% | +3.9% | +3.2% | +5.8% |
| 6M | -18.6% | -0.7% | -17.9% | -19.3% |
| YTD | -35.5% | -7.7% | -27.8% | -34.3% |
| 1Y | -55.8% | -5.1% | -50.7% | -57.2% |
| All | -79.1% | -5.6% | -73.6% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling