-54.3%
FIS vs INDA
+115.8%
-170.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -3.5% | +3.1% | -6.6% | -5.1% |
| 30D | -19.4% | +9.1% | -28.6% | -23.6% |
| 3M | -31.6% | +3.2% | -34.8% | -33.1% |
| 6M | -32.5% | +8.5% | -41.0% | -35.9% |
| YTD | -56.0% | -4.6% | -51.3% | -55.1% |
| 1Y | -55.5% | -5.5% | -50.0% | -54.5% |
| 3Y | -41.3% | +16.7% | -58.0% | -47.2% |
| 5Y | -72.3% | +9.0% | -81.2% | -74.1% |
| All | -54.3% | +115.8% | -170.1% | -67.9% |
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