+3,553.2%
FIX vs INDA
+115.4%
+3,437.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +9.4% | +1.1% | +8.3% | +8.6% |
| 30D | -27.8% | +9.4% | -37.2% | -32.7% |
| 3M | -35.6% | +2.9% | -38.5% | -37.3% |
| 6M | -45.2% | +7.2% | -52.5% | -48.2% |
| YTD | +19.5% | -4.8% | +24.3% | +23.4% |
| 1Y | +24.2% | -5.1% | +29.3% | +28.7% |
| 3Y | +494.2% | +16.7% | +477.5% | +430.4% |
| 5Y | +1,036.1% | +8.8% | +1,027.4% | +963.8% |
| All | +3,553.2% | +115.4% | +3,437.8% | +2,130.4% |
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