+14,007.1%
FIX vs INDA
+115.1%
+13,891.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | -7.2% | -0.8% | -6.4% | -6.9% |
| 3M | -15.9% | +3.9% | -19.8% | -17.8% |
| 6M | +12.7% | -0.7% | +13.5% | +13.4% |
| YTD | +72.8% | -7.7% | +80.5% | +81.7% |
| 1Y | +122.9% | -5.1% | +128.0% | +130.4% |
| 3Y | +774.3% | +13.6% | +760.7% | +714.6% |
| 5Y | +2,049.5% | +7.8% | +2,041.7% | +1,964.8% |
| 10Y | +5,821.5% | +84.6% | +5,736.8% | +3,973.1% |
| All | +14,007.1% | +115.1% | +13,891.9% | +8,834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling