-26.5%
FIS vs INDA
+8.1%
-34.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.0% |
| 7D | -9.1% | -2.6% | -6.5% | -7.9% |
| 30D | -10.4% | -2.9% | -7.5% | -9.1% |
| 3M | -3.7% | +2.4% | -6.1% | -4.7% |
| 6M | -24.8% | -2.6% | -22.1% | -23.7% |
| YTD | -41.6% | -10.0% | -31.6% | -38.2% |
| 1Y | -42.7% | -7.7% | -35.1% | -40.4% |
| All | -26.5% | +8.1% | -34.6% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling