+9.8%
INDA vs FDS
-30.4%
+40.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -1.4% |
| 7D | -1.0% | -5.4% | +4.4% | -0.7% |
| 30D | -2.5% | +1.6% | -4.1% | -2.6% |
| 3M | +4.0% | +17.7% | -13.8% | +3.0% |
| 6M | -1.8% | +29.1% | -30.9% | -3.5% |
| YTD | -9.2% | +1.0% | -10.1% | -8.5% |
| 1Y | -7.2% | -21.6% | +14.4% | -3.3% |
| 3Y | +9.8% | -30.1% | +39.9% | +16.0% |
| All | +9.8% | -30.4% | +40.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling