+284.0%
FITB vs INDA
+84.7%
+199.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | -0.2% |
| 7D | -0.3% | -2.7% | +2.4% | +1.9% |
| 30D | -5.7% | -2.8% | -2.9% | -3.6% |
| 3M | +3.2% | +1.6% | +1.5% | +1.6% |
| 6M | +23.4% | -1.4% | +24.8% | +24.2% |
| YTD | +18.8% | -10.1% | +28.9% | +28.8% |
| 1Y | +25.0% | -8.8% | +33.7% | +33.4% |
| 3Y | +131.2% | +7.6% | +123.6% | +112.9% |
| 5Y | +70.7% | +5.8% | +64.9% | +60.0% |
| All | +284.0% | +84.7% | +199.3% | +138.4% |
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