+86.5%
FIS vs INDA
+115.1%
-28.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -2.2% | -0.8% | -1.4% | -1.9% |
| 3M | +2.1% | +3.9% | -1.8% | +0.3% |
| 6M | -14.7% | -0.7% | -14.0% | -14.6% |
| YTD | -35.7% | -7.7% | -28.0% | -33.5% |
| 1Y | -37.1% | -5.1% | -32.0% | -35.8% |
| 3Y | -20.0% | +13.6% | -33.6% | -25.2% |
| 5Y | -62.1% | +7.8% | -69.9% | -63.7% |
| 10Y | -37.4% | +84.6% | -122.0% | -53.5% |
| All | +86.5% | +115.1% | -28.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling