+2,105.4%
FIX vs INDA
+8.8%
+2,096.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +0.7% | +5.3% | +5.4% |
| 30D | -7.2% | -0.8% | -6.4% | -6.7% |
| 3M | -15.9% | +3.9% | -19.8% | -18.7% |
| 6M | +12.7% | -0.7% | +13.5% | +13.3% |
| YTD | +72.8% | -7.7% | +80.5% | +84.9% |
| 1Y | +122.9% | -5.1% | +128.0% | +132.4% |
| 3Y | +774.3% | +13.6% | +760.7% | +681.0% |
| All | +2,105.4% | +8.8% | +2,096.6% | +1,889.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling