-52.4%
FIS vs INDA
+115.4%
-167.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.2% |
| 30D | -16.7% | +9.4% | -26.1% | -21.1% |
| 3M | -32.3% | +2.9% | -35.2% | -33.7% |
| 6M | -29.1% | +7.2% | -36.3% | -32.1% |
| YTD | -54.1% | -4.8% | -49.3% | -53.2% |
| 1Y | -53.7% | -5.1% | -48.6% | -52.7% |
| 3Y | -38.8% | +16.7% | -55.5% | -45.0% |
| 5Y | -71.1% | +8.8% | -79.9% | -73.0% |
| All | -52.4% | +115.4% | -167.8% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling