+115.1%
INDA vs FDS
+293.4%
-178.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | -0.8% | +9.0% | -9.8% | -3.5% |
| 3M | +3.9% | +18.9% | -14.9% | -2.4% |
| 6M | -0.7% | +35.1% | -35.8% | -11.5% |
| YTD | -7.7% | +5.5% | -13.2% | -11.3% |
| 1Y | -5.1% | -16.8% | +11.7% | -1.6% |
| 3Y | +13.6% | -28.1% | +41.7% | +22.0% |
| 5Y | +7.8% | -17.4% | +25.2% | +6.7% |
| 10Y | +84.6% | +85.4% | -0.8% | +25.2% |
| All | +115.1% | +293.4% | -178.3% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling