+448.7%
FIX vs INDA
+15.9%
+432.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.0% |
| 7D | -17.5% | +6.6% | -24.1% | -22.3% |
| 30D | -41.6% | +10.4% | -51.9% | -46.8% |
| 3M | -40.6% | +1.5% | -42.1% | -41.6% |
| 6M | -49.4% | +1.7% | -51.1% | -50.3% |
| YTD | +9.2% | -5.8% | +15.0% | +14.5% |
| 1Y | +6.5% | -5.1% | +11.5% | +10.9% |
| 3Y | +448.7% | +16.0% | +432.7% | +392.4% |
| All | +448.7% | +15.9% | +432.8% | +392.4% |
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