+13.4%
INDA vs FGI
-4.4%
+17.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -0.8% | +65.4% | -66.2% | -1.3% |
| 3M | +3.9% | +23.5% | -19.6% | +3.5% |
| 6M | -0.7% | +60.5% | -61.2% | -1.6% |
| YTD | -7.7% | +30.0% | -37.7% | -8.3% |
| 1Y | -5.1% | +82.1% | -87.2% | -6.2% |
| All | +13.4% | -4.4% | +17.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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