+7.5%
INDA vs FDS
-20.4%
+27.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -1.2% |
| 7D | -1.0% | -5.4% | +4.4% | -0.4% |
| 30D | -2.5% | +1.6% | -4.1% | -2.8% |
| 3M | +4.0% | +17.7% | -13.8% | +1.7% |
| 6M | -1.8% | +29.1% | -30.9% | -5.6% |
| YTD | -9.2% | +1.0% | -10.1% | -9.1% |
| 1Y | -7.2% | -21.6% | +14.4% | -2.4% |
| 3Y | +9.8% | -30.1% | +39.9% | +17.0% |
| 5Y | +7.5% | -20.7% | +28.2% | +15.0% |
| All | +7.5% | -20.4% | +27.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling