+8,813.6%
FIX vs INDA
+119.4%
+8,694.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.4% |
| 7D | -17.5% | +6.6% | -24.1% | -21.0% |
| 30D | -41.6% | +10.4% | -51.9% | -45.3% |
| 3M | -40.6% | +1.5% | -42.1% | -41.4% |
| 6M | -49.4% | +1.7% | -51.1% | -50.1% |
| YTD | +9.2% | -5.8% | +15.0% | +13.0% |
| 1Y | +6.5% | -5.1% | +11.5% | +9.7% |
| 3Y | +448.7% | +16.0% | +432.7% | +402.5% |
| 5Y | +948.7% | +9.3% | +939.4% | +894.7% |
| 10Y | +3,659.7% | +102.1% | +3,557.6% | +2,371.2% |
| All | +8,813.6% | +119.4% | +8,694.3% | +5,455.3% |
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 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