-64.9%
FIS vs INDA
+6.8%
-71.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -4.8% |
| 7D | -3.5% | -1.0% | -2.5% | -2.7% |
| 30D | -7.8% | -2.5% | -5.3% | -6.2% |
| 3M | +0.8% | +4.0% | -3.1% | -1.8% |
| 6M | -21.9% | -1.8% | -20.1% | -21.1% |
| YTD | -39.5% | -9.2% | -30.3% | -35.3% |
| 1Y | -41.0% | -7.2% | -33.8% | -38.1% |
| 3Y | -23.6% | +9.8% | -33.4% | -32.5% |
| All | -64.9% | +6.8% | -71.7% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling