+115.9%
INDA vs FDS
+127.7%
-11.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.1% | +1.5% | -0.4% | +0.7% |
| 30D | +9.4% | +14.8% | -5.4% | +5.4% |
| 3M | +2.9% | +16.3% | -13.3% | -1.6% |
| 6M | +7.2% | +66.2% | -59.0% | -8.5% |
| YTD | -4.8% | +16.2% | -21.0% | -10.5% |
| 1Y | -5.1% | +21.8% | -26.9% | -12.4% |
| 3Y | +16.7% | -23.9% | +40.5% | +24.1% |
| 5Y | +8.8% | -23.1% | +31.9% | +13.0% |
| All | +115.9% | +127.7% | -11.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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