+195.4%
FISV vs INDA
+109.8%
+85.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.9% |
| 7D | -6.4% | -2.6% | -3.8% | -5.2% |
| 30D | -6.8% | -2.9% | -3.9% | -5.5% |
| 3M | -10.0% | +2.4% | -12.3% | -11.1% |
| 6M | -20.6% | -2.6% | -18.0% | -19.8% |
| YTD | -27.6% | -10.0% | -17.6% | -24.1% |
| 1Y | -64.3% | -7.7% | -56.7% | -63.1% |
| 3Y | -60.0% | +8.9% | -68.9% | -62.1% |
| 5Y | -57.7% | +6.0% | -63.7% | -59.5% |
| 10Y | -3.0% | +84.4% | -87.4% | -29.8% |
| All | +195.4% | +109.8% | +85.6% | +99.7% |
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