+141.6%
FITB vs INDA
+16.8%
+124.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.1% |
| 30D | +9.8% | +9.4% | +0.4% | +4.4% |
| 3M | -5.2% | +2.9% | -8.1% | -6.7% |
| 6M | +17.3% | +7.2% | +10.1% | +12.6% |
| YTD | +19.3% | -4.8% | +24.1% | +22.2% |
| 1Y | +32.7% | -5.1% | +37.8% | +36.1% |
| 3Y | +141.6% | +16.7% | +124.9% | +82.4% |
| All | +141.6% | +16.8% | +124.8% | +82.4% |
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 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