-40.7%
FIS vs INDA
+83.0%
-123.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.8% |
| 7D | -8.9% | -3.6% | -5.3% | -7.0% |
| 30D | -9.9% | -4.0% | -6.0% | -7.9% |
| 3M | 0.0% | +1.7% | -1.7% | -1.0% |
| 6M | -22.9% | -3.6% | -19.3% | -21.6% |
| YTD | -40.9% | -11.0% | -29.9% | -37.1% |
| 1Y | -40.4% | -9.5% | -30.9% | -37.3% |
| 3Y | -25.4% | +7.6% | -33.0% | -29.3% |
| 5Y | -64.8% | +4.8% | -69.6% | -66.2% |
| All | -40.7% | +83.0% | -123.6% | -57.1% |
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