+14.4%
FIX vs INDA
-7.3%
+21.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.7% | -17.8% | -17.1% |
| 7D | -18.9% | +6.9% | -25.8% | -23.8% |
| 30D | -36.3% | +7.4% | -43.7% | -40.4% |
| 3M | -38.5% | -1.0% | -37.5% | -37.6% |
| 6M | -42.3% | +2.9% | -45.1% | -43.9% |
| YTD | +17.1% | -7.4% | +24.5% | +25.8% |
| 1Y | +14.4% | -7.4% | +21.8% | +22.4% |
| All | +14.4% | -7.3% | +21.7% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling